+60.6%
FSLR vs UPST
-91.7%
+152.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.3% | -1.7% |
| 7D | -8.4% | -12.1% | +3.6% | -7.0% |
| 30D | -0.9% | -13.4% | +12.5% | +0.7% |
| 3M | -26.1% | -31.2% | +5.1% | -22.9% |
| 6M | -23.6% | -28.3% | +4.7% | -20.8% |
| YTD | -31.8% | -53.0% | +21.2% | -26.6% |
| 1Y | -32.6% | -47.2% | +14.6% | -28.5% |
| 3Y | +33.0% | -1.5% | +34.5% | +20.8% |
| All | +60.6% | -91.7% | +152.2% | +54.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling