+418.1%
FSLR vs URI
+1,173.3%
-755.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | 0.0% |
| 7D | -14.8% | +6.7% | -21.5% | -17.2% |
| 30D | -4.3% | +8.9% | -13.2% | -8.0% |
| 3M | -23.4% | +0.5% | -23.9% | -24.3% |
| 6M | -26.9% | +20.7% | -47.6% | -33.0% |
| YTD | -34.4% | +40.0% | -74.4% | -44.2% |
| 1Y | -33.2% | +34.4% | -67.6% | -42.2% |
| 3Y | +28.1% | +149.5% | -121.4% | -18.2% |
| 5Y | +54.5% | +205.6% | -151.1% | -12.2% |
| All | +418.1% | +1,173.3% | -755.2% | +64.5% |
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