+96.9%
FSLR vs URA
+91.2%
+5.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.3% | +4.2% | +2.2% |
| 7D | +2.2% | -5.5% | +7.7% | +4.5% |
| 30D | -7.8% | -3.7% | -4.1% | -6.7% |
| 3M | -22.9% | -2.9% | -20.0% | -22.3% |
| 6M | +4.4% | -15.2% | +19.6% | +10.3% |
| YTD | -20.0% | +1.9% | -21.9% | -22.2% |
| 1Y | +2.8% | +6.9% | -4.1% | -3.4% |
| 3Y | +16.5% | +99.6% | -83.1% | -18.2% |
| All | +96.9% | +91.2% | +5.7% | +28.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling