+36.9%
FSLR vs URI
+138.8%
-101.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.1% | +1.6% | +2.4% |
| 7D | +15.3% | -9.8% | +25.1% | +18.8% |
| 30D | +11.7% | +1.7% | +9.9% | +10.7% |
| 3M | -17.6% | -9.1% | -8.6% | -15.5% |
| 6M | -7.7% | +9.9% | -17.6% | -11.0% |
| YTD | -23.0% | +31.2% | -54.2% | -30.3% |
| 1Y | -26.0% | +25.9% | -52.0% | -32.2% |
| 3Y | +36.9% | +147.4% | -110.5% | -11.5% |
| All | +36.9% | +138.8% | -101.9% | -11.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling