+13.2%
FSLR vs UMC
+262.0%
-248.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +4.0% | -8.7% | -5.9% |
| 7D | +0.2% | +13.6% | -13.4% | -3.4% |
| 30D | -15.1% | +20.8% | -35.9% | -20.0% |
| 3M | -22.5% | +16.1% | -38.7% | -27.2% |
| 6M | +4.0% | +137.3% | -133.3% | -22.6% |
| YTD | -22.3% | +193.8% | -216.0% | -49.0% |
| 1Y | 0.0% | +236.1% | -236.1% | -39.2% |
| All | +13.2% | +262.0% | -248.8% | -37.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling