+418.1%
FSLR vs UMC
+1,272.7%
-854.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | +0.1% |
| 7D | -14.8% | +11.2% | -26.0% | -17.5% |
| 30D | -4.3% | -28.0% | +23.7% | +3.9% |
| 3M | -23.4% | -20.5% | -2.8% | -19.8% |
| 6M | -26.9% | -1.6% | -25.4% | -29.3% |
| YTD | -34.4% | +99.4% | -133.8% | -50.3% |
| 1Y | -33.2% | +120.4% | -153.6% | -51.0% |
| 3Y | +28.1% | +134.2% | -106.2% | -8.6% |
| 5Y | +54.5% | +78.8% | -24.3% | +16.0% |
| All | +418.1% | +1,272.7% | -854.6% | +112.2% |
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