+13.2%
FSLR vs ULTA
+30.1%
-16.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.3% | -3.4% | -4.4% |
| 7D | +0.2% | -1.8% | +2.0% | +0.6% |
| 30D | -15.1% | -1.2% | -13.9% | -15.0% |
| 3M | -22.5% | +13.4% | -35.9% | -24.7% |
| 6M | +4.0% | -15.6% | +19.6% | +7.3% |
| YTD | -22.3% | -10.4% | -11.8% | -21.2% |
| 1Y | 0.0% | +5.5% | -5.4% | -2.8% |
| All | +13.2% | +30.1% | -16.8% | -8.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling