-26.0%
FSLR vs UL
+1.7%
-27.6%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +3.3% | +1.4% | +5.2% |
| 7D | +10.3% | +4.7% | +5.7% | +11.2% |
| 30D | +10.4% | +11.6% | -1.2% | +12.6% |
| 3M | -20.2% | +5.3% | -25.5% | -19.5% |
| 6M | -8.0% | +16.0% | -24.0% | -4.5% |
| YTD | -25.5% | +5.0% | -30.5% | -22.0% |
| 1Y | -26.0% | +1.1% | -27.1% | -21.8% |
| All | -26.0% | +1.7% | -27.6% | -21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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