+453.5%
FSLR vs UMC
+1,818.5%
-1,365.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.5% | +4.5% | +2.7% |
| 7D | -0.1% | +11.4% | -11.5% | -3.3% |
| 30D | -14.0% | +16.8% | -30.8% | -18.2% |
| 3M | -16.9% | +19.1% | -36.0% | -22.5% |
| 6M | +4.7% | +137.4% | -132.7% | -21.3% |
| YTD | -20.7% | +186.4% | -207.1% | -45.0% |
| 1Y | +1.7% | +229.1% | -227.4% | -32.7% |
| 3Y | +13.1% | +257.9% | -244.8% | -27.4% |
| 5Y | +108.4% | +137.5% | -29.1% | +45.7% |
| All | +453.5% | +1,818.5% | -1,365.0% | +104.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling