+458.5%
FSLR vs ULTA
+132.3%
+326.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.1% | -1.2% | +0.4% |
| 7D | +2.2% | -3.1% | +5.3% | +3.0% |
| 30D | -7.8% | +2.8% | -10.6% | -8.6% |
| 3M | -22.9% | +14.8% | -37.7% | -25.7% |
| 6M | +4.4% | -16.2% | +20.6% | +8.3% |
| YTD | -20.0% | -9.6% | -10.4% | -18.8% |
| 1Y | +2.8% | +4.8% | -2.0% | +0.2% |
| 3Y | +16.5% | +30.7% | -14.2% | +4.1% |
| 5Y | +110.3% | +45.9% | +64.4% | +79.9% |
| All | +458.5% | +132.3% | +326.2% | +292.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ULTA.
Daily Out/Under-Performance
Portfolio return minus ULTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ULTA 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 2016-09-11 to 2026-09-11: compounded portfolio wealth divided by compounded ULTA 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling