+726.4%
FSLR vs UMC
+999.4%
-273.0%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.6% | -6.0% | -3.1% |
| 7D | 0.0% | +5.0% | -5.0% | -1.9% |
| 30D | -13.7% | +7.7% | -21.3% | -16.5% |
| 3M | -35.1% | +1.7% | -36.7% | -37.1% |
| 6M | +3.6% | +113.9% | -110.3% | -26.1% |
| YTD | -21.7% | +168.9% | -190.6% | -50.4% |
| 1Y | +1.3% | +207.2% | -205.9% | -39.3% |
| 3Y | +9.7% | +227.7% | -218.0% | -36.7% |
| 5Y | +117.4% | +118.0% | -0.7% | +41.6% |
| 10Y | +435.5% | +1,682.1% | -1,246.6% | +26.9% |
| All | +726.4% | +999.4% | -273.0% | +104.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling