-29.7%
FSLR vs URA
-27.8%
-1.9%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +6.2% | -10.9% | -7.4% |
| 7D | +5.3% | +4.3% | +1.0% | +3.0% |
| 30D | +7.8% | -11.7% | +19.5% | +13.6% |
| 3M | -23.4% | -23.5% | +0.2% | -14.0% |
| 6M | -12.9% | -37.8% | +24.9% | +4.9% |
| YTD | -26.7% | -19.6% | -7.0% | -22.8% |
| All | -29.7% | -27.8% | -1.9% | -22.8% |
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