+431.2%
FSLR vs URA
+356.0%
+75.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.2% | -1.7% |
| 7D | 0.0% | +1.1% | -1.1% | -0.4% |
| 30D | -13.7% | +7.4% | -21.1% | -16.2% |
| 3M | -35.1% | -8.4% | -26.7% | -32.9% |
| 6M | +3.6% | -12.7% | +16.4% | +8.3% |
| YTD | -21.7% | +7.8% | -29.5% | -25.4% |
| 1Y | +1.3% | +19.5% | -18.2% | -8.5% |
| 3Y | +9.7% | +116.4% | -106.7% | -23.9% |
| 5Y | +117.4% | +134.3% | -16.9% | +38.8% |
| All | +431.2% | +356.0% | +75.2% | +125.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling