+418.1%
FSLR vs UAL
+80.6%
+337.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | -0.1% |
| 7D | -14.8% | -3.0% | -11.7% | -14.3% |
| 30D | -4.3% | +10.5% | -14.8% | -6.7% |
| 3M | -23.4% | -13.5% | -9.9% | -21.1% |
| 6M | -26.9% | +14.2% | -41.2% | -29.4% |
| YTD | -34.4% | -2.2% | -32.1% | -35.0% |
| 1Y | -33.2% | +12.5% | -45.7% | -35.9% |
| 3Y | +28.1% | +186.8% | -158.8% | -4.3% |
| 5Y | +54.5% | +119.4% | -64.8% | +18.5% |
| All | +418.1% | +80.6% | +337.5% | +336.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UAL.
Daily Out/Under-Performance
Portfolio return minus UAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UAL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded UAL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling