+30.9%
FSLR vs UMAC
+488.3%
-457.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -3.2% | +5.3% | +2.2% |
| 7D | -0.1% | -4.0% | +3.9% | +0.2% |
| 30D | -14.0% | -9.4% | -4.6% | -13.7% |
| 3M | -16.9% | +3.0% | -19.9% | -17.8% |
| 6M | +4.7% | +27.2% | -22.5% | +0.9% |
| YTD | -20.7% | +84.7% | -105.4% | -25.4% |
| 1Y | +1.7% | +136.5% | -134.8% | -6.3% |
| All | +30.9% | +488.3% | -457.3% | +4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 UMAC 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