+596.4%
FSLR vs UMC
+734.2%
-137.8%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.0% | -1.3% | -2.5% |
| 7D | -12.0% | +17.8% | -29.8% | -17.5% |
| 30D | -7.7% | -29.6% | +21.9% | +3.6% |
| 3M | -24.0% | -18.4% | -5.6% | -20.2% |
| 6M | -24.4% | -0.1% | -24.3% | -28.5% |
| YTD | -34.0% | +104.0% | -138.1% | -54.7% |
| 1Y | -35.6% | +121.5% | -157.1% | -57.2% |
| 3Y | +28.7% | +135.0% | -106.4% | -17.7% |
| 5Y | +55.3% | +83.0% | -27.7% | +5.9% |
| 10Y | +437.4% | +1,312.7% | -875.3% | +35.7% |
| All | +596.4% | +734.2% | -137.8% | +86.9% |
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 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