+431.2%
FSLR vs URI
+1,171.2%
-740.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.6% | -3.0% | -2.0% |
| 7D | 0.0% | -2.0% | +2.0% | +0.7% |
| 30D | -13.7% | -12.9% | -0.7% | -9.1% |
| 3M | -35.1% | -6.7% | -28.4% | -33.5% |
| 6M | +3.6% | +19.0% | -15.4% | -4.5% |
| YTD | -21.7% | +25.5% | -47.3% | -29.6% |
| 1Y | +1.3% | +5.5% | -4.3% | -2.8% |
| 3Y | +9.7% | +111.3% | -101.6% | -23.3% |
| 5Y | +117.4% | +198.6% | -81.2% | +28.6% |
| All | +431.2% | +1,171.2% | -740.0% | +112.4% |
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