-26.0%
FSLR vs UMC
+112.5%
-138.5%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -2.1% | +6.7% | +5.0% |
| 7D | +10.3% | -14.7% | +25.0% | +13.1% |
| 30D | +10.4% | -32.9% | +43.3% | +17.7% |
| 3M | -20.2% | -22.2% | +2.0% | -17.0% |
| 6M | -8.0% | +25.9% | -33.9% | -5.2% |
| YTD | -25.5% | +107.9% | -133.5% | -19.7% |
| 1Y | -26.0% | +115.0% | -141.0% | -21.4% |
| All | -26.0% | +112.5% | -138.5% | -21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 1y: compounded portfolio wealth divided by compounded UMC 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…
1y analysis · Full analysis span regression · 6 months rolling