-26.0%
FSLR vs URA
-32.2%
+6.2%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.1% | +5.7% | +5.1% |
| 7D | +10.3% | -10.5% | +20.9% | +16.0% |
| 30D | +10.4% | -18.6% | +29.1% | +21.0% |
| 3M | -20.2% | -23.0% | +2.9% | -10.5% |
| 6M | -8.0% | -40.3% | +32.3% | +13.1% |
| YTD | -25.5% | -23.5% | -2.1% | -19.5% |
| 1Y | -26.0% | -31.1% | +5.1% | -15.7% |
| All | -26.0% | -32.2% | +6.2% | -15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 1y: compounded portfolio wealth divided by compounded URA 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…
1y analysis · Full analysis span regression · 6 months rolling