+97.2%
FSLR vs UPST
-21.5%
+118.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -8.3% | +2.7% | -4.7% |
| 7D | -2.6% | -4.5% | +1.8% | -2.2% |
| 30D | +1.8% | -15.3% | +17.1% | +3.4% |
| 3M | -24.4% | -32.4% | +8.1% | -21.4% |
| 6M | -17.7% | -29.5% | +11.8% | -14.9% |
| YTD | -30.7% | -53.3% | +22.6% | -26.0% |
| 1Y | -33.6% | -47.4% | +13.7% | -30.1% |
| 3Y | +35.1% | -2.2% | +37.3% | +25.3% |
| 5Y | +63.1% | -92.0% | +155.1% | +63.1% |
| All | +97.2% | -21.5% | +118.7% | +52.5% |
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