+123.5%
FSLR vs UL
+22.5%
+101.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.0% | +5.3% | +4.4% |
| 7D | +6.8% | -1.3% | +8.1% | +7.0% |
| 30D | -14.7% | +0.9% | -15.6% | -14.8% |
| 3M | -22.6% | +14.2% | -36.8% | -24.2% |
| 6M | +12.7% | -3.2% | +15.9% | +13.6% |
| YTD | -18.4% | -0.3% | -18.0% | -18.2% |
| 1Y | +4.9% | -8.8% | +13.7% | +7.0% |
| 3Y | +16.4% | +23.9% | -7.5% | +10.9% |
| 5Y | +123.5% | +21.4% | +102.1% | +104.4% |
| All | +123.5% | +22.5% | +101.0% | +104.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling