-7.7%
FSLR vs UPST
-21.8%
+14.1%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.1% | +3.9% | +3.1% |
| 7D | +15.3% | -4.9% | +20.2% | +16.9% |
| 30D | +11.7% | -8.9% | +20.5% | +14.7% |
| 3M | -17.6% | -26.3% | +8.7% | -7.8% |
| 6M | -7.7% | -23.7% | +16.0% | +4.0% |
| All | -7.7% | -21.8% | +14.1% | +4.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling