+55.3%
FSLR vs UMC
+82.2%
-26.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.0% | -1.3% | -2.7% |
| 7D | -12.0% | +17.8% | -29.8% | -16.5% |
| 30D | -7.7% | -29.6% | +21.9% | +1.9% |
| 3M | -24.0% | -18.4% | -5.6% | -20.7% |
| 6M | -24.4% | -0.1% | -24.3% | -27.9% |
| YTD | -34.0% | +104.0% | -138.1% | -53.8% |
| 1Y | -35.6% | +121.5% | -157.1% | -56.5% |
| 3Y | +28.7% | +135.0% | -106.4% | -16.6% |
| 5Y | +55.3% | +83.0% | -27.7% | +8.9% |
| All | +55.3% | +82.2% | -26.9% | +8.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling