+466.4%
FSLR vs URI
+1,189.1%
-722.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.1% | -3.5% | -4.7% |
| 7D | -2.6% | -6.0% | +3.3% | -0.8% |
| 30D | +1.8% | +4.6% | -2.8% | -0.6% |
| 3M | -24.4% | -2.7% | -21.7% | -24.3% |
| 6M | -17.7% | +18.4% | -36.1% | -24.0% |
| YTD | -30.7% | +37.4% | -68.1% | -40.6% |
| 1Y | -33.6% | +30.4% | -64.0% | -41.8% |
| 3Y | +35.1% | +147.9% | -112.8% | -13.5% |
| 5Y | +63.1% | +202.1% | -139.0% | -6.9% |
| 10Y | +466.4% | +1,182.4% | -716.0% | +73.2% |
| All | +466.4% | +1,189.1% | -722.6% | +73.2% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 URI 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