+108.8%
FSLR vs UPST
-14.4%
+123.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +1.6% | -6.4% | -4.9% |
| 7D | +5.3% | +4.4% | +0.8% | +4.7% |
| 30D | +7.8% | -7.7% | +15.4% | +8.5% |
| 3M | -23.4% | -28.4% | +5.1% | -20.8% |
| 6M | -12.9% | -23.2% | +10.3% | -10.7% |
| YTD | -26.7% | -49.1% | +22.5% | -22.4% |
| 1Y | -28.4% | -42.4% | +13.9% | -25.3% |
| 3Y | +44.6% | +5.4% | +39.2% | +33.0% |
| 5Y | +67.9% | -92.9% | +160.8% | +68.5% |
| All | +108.8% | -14.4% | +123.2% | +60.0% |
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