+86.8%
FSLR vs UPST
-24.8%
+111.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.1% | -2.7% | -0.8% |
| 7D | -14.8% | -10.6% | -4.1% | -13.8% |
| 30D | -4.3% | -14.0% | +9.7% | -2.9% |
| 3M | -23.4% | -36.8% | +13.5% | -19.8% |
| 6M | -26.9% | -27.5% | +0.6% | -24.6% |
| YTD | -34.4% | -55.3% | +20.9% | -29.6% |
| 1Y | -33.2% | -47.5% | +14.3% | -29.6% |
| 3Y | +28.1% | -10.4% | +38.5% | +19.8% |
| 5Y | +54.5% | -92.6% | +147.1% | +55.6% |
| All | +86.8% | -24.8% | +111.5% | +45.1% |
Cumulative growth
Daily Returns
Daily percentage return beside UPST.
Daily Out/Under-Performance
Portfolio return minus UPST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPST 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 UPST 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