+4.9%
FSLR vs UEC
+5.5%
-0.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +3.0% | +1.3% | +3.5% |
| 7D | +6.8% | +2.6% | +4.2% | +6.1% |
| 30D | -14.7% | +5.6% | -20.3% | -16.3% |
| 3M | -22.6% | -5.7% | -16.9% | -22.8% |
| 6M | +12.7% | -8.0% | +20.7% | +12.3% |
| YTD | -18.4% | +1.8% | -20.2% | -20.0% |
| 1Y | +4.9% | +0.6% | +4.3% | +2.4% |
| All | +4.9% | +5.5% | -0.6% | +2.4% |
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