+36.9%
FSLR vs URA
+36.0%
+0.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +4.4% | -1.6% | +1.0% |
| 7D | +15.3% | -4.1% | +19.5% | +17.1% |
| 30D | +11.7% | -19.0% | +30.7% | +21.2% |
| 3M | -17.6% | -25.1% | +7.5% | -7.9% |
| 6M | -7.7% | -44.5% | +36.8% | +14.8% |
| YTD | -23.0% | -24.3% | +1.3% | -15.8% |
| 1Y | -26.0% | -28.1% | +2.1% | -17.7% |
| 3Y | +36.9% | +40.7% | -3.8% | +7.9% |
| All | +36.9% | +36.0% | +0.9% | +7.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling