-26.0%
FSLR vs UEC
-46.3%
+20.4%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -4.9% | +9.5% | +6.1% |
| 7D | +10.3% | -13.8% | +24.1% | +15.1% |
| 30D | +10.4% | -23.1% | +33.5% | +18.5% |
| 3M | -20.2% | -31.5% | +11.4% | -11.9% |
| 6M | -8.0% | -51.5% | +43.5% | +9.6% |
| YTD | -25.5% | -38.4% | +12.9% | -18.4% |
| 1Y | -26.0% | -44.7% | +18.7% | -17.4% |
| All | -26.0% | -46.3% | +20.4% | -17.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UEC.
Daily Out/Under-Performance
Portfolio return minus UEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UEC 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 1y: compounded portfolio wealth divided by compounded UEC 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…
1y analysis · Full analysis span regression · 6 months rolling