+713.0%
FSLR vs UL
+336.5%
+376.5%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.5% | +5.3% | +4.0% |
| 7D | +15.3% | +1.1% | +14.2% | +14.6% |
| 30D | +11.7% | +8.2% | +3.4% | +6.8% |
| 3M | -17.6% | +4.5% | -22.2% | -19.9% |
| 6M | -7.7% | +12.6% | -20.3% | -15.0% |
| YTD | -23.0% | +3.5% | -26.5% | -26.3% |
| 1Y | -26.0% | -0.4% | -25.6% | -27.9% |
| 3Y | +36.9% | +36.0% | +0.9% | +9.6% |
| 5Y | +72.9% | +30.9% | +42.0% | +36.7% |
| 10Y | +519.3% | +97.5% | +421.7% | +235.0% |
| All | +713.0% | +336.5% | +376.5% | +108.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling