+418.1%
FSLR vs UL
+109.3%
+308.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.8% |
| 7D | -14.8% | +1.1% | -15.9% | -15.0% |
| 30D | -4.3% | +4.5% | -8.8% | -5.3% |
| 3M | -23.4% | +6.5% | -29.9% | -24.6% |
| 6M | -26.9% | +18.2% | -45.1% | -30.3% |
| YTD | -34.4% | +4.7% | -39.1% | -35.5% |
| 1Y | -33.2% | +0.8% | -34.0% | -33.8% |
| 3Y | +28.1% | +35.9% | -7.8% | +15.6% |
| 5Y | +54.5% | +33.4% | +21.1% | +38.8% |
| All | +418.1% | +109.3% | +308.8% | +299.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling