+453.5%
FSLR vs ULTA
+127.6%
+325.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.1% | +3.2% | +2.3% |
| 7D | -0.1% | -3.9% | +3.7% | +0.8% |
| 30D | -14.0% | -1.1% | -12.9% | -13.9% |
| 3M | -16.9% | +13.8% | -30.7% | -19.7% |
| 6M | +4.7% | -17.2% | +22.0% | +9.0% |
| YTD | -20.7% | -11.5% | -9.2% | -19.1% |
| 1Y | +1.7% | +3.9% | -2.3% | -0.7% |
| 3Y | +13.1% | +29.5% | -16.4% | +1.2% |
| 5Y | +108.4% | +42.9% | +65.5% | +79.2% |
| All | +453.5% | +127.6% | +325.9% | +291.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling