+619.9%
FSLR vs UL
+335.0%
+284.9%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.5% | -1.1% |
| 7D | -8.4% | -1.7% | -6.7% | -7.7% |
| 30D | -0.9% | +4.5% | -5.4% | -3.5% |
| 3M | -26.1% | +5.5% | -31.5% | -28.4% |
| 6M | -23.6% | +17.0% | -40.6% | -31.1% |
| YTD | -31.8% | +3.2% | -35.0% | -34.6% |
| 1Y | -32.6% | -1.9% | -30.7% | -33.8% |
| 3Y | +33.0% | +33.6% | -0.6% | +7.6% |
| 5Y | +56.8% | +31.5% | +25.3% | +23.6% |
| 10Y | +455.6% | +103.9% | +351.6% | +193.0% |
| All | +619.9% | +335.0% | +284.9% | +84.5% |
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