+122.8%
FSLR vs UPST
+7.9%
+114.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -1.3% |
| 7D | 0.0% | -3.5% | +3.5% | +0.4% |
| 30D | -13.7% | -7.1% | -6.5% | -13.0% |
| 3M | -35.1% | -13.1% | -22.0% | -34.1% |
| 6M | +3.6% | -1.1% | +4.7% | +3.3% |
| YTD | -21.7% | -35.9% | +14.1% | -19.0% |
| 1Y | +1.3% | -57.4% | +58.7% | +8.6% |
| 3Y | +9.7% | -14.9% | +24.6% | +2.4% |
| 5Y | +117.4% | -88.7% | +206.0% | +109.8% |
| All | +122.8% | +7.9% | +114.9% | +67.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling