+28.3%
FSLR vs UMAC
+508.0%
-479.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -6.4% | +1.6% | -4.3% |
| 7D | +0.2% | +3.3% | -3.0% | 0.0% |
| 30D | -15.1% | -10.4% | -4.7% | -14.8% |
| 3M | -22.5% | +1.8% | -24.3% | -23.4% |
| 6M | +4.0% | +40.7% | -36.8% | -0.4% |
| YTD | -22.3% | +90.9% | -113.1% | -27.1% |
| 1Y | 0.0% | +151.8% | -151.7% | -8.1% |
| All | +28.3% | +508.0% | -479.7% | +2.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling