+56.8%
FSLR vs URI
+214.4%
-157.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.2% | -5.7% | -3.2% |
| 7D | -8.4% | +2.6% | -11.0% | -9.7% |
| 30D | -0.9% | +9.1% | -10.0% | -4.8% |
| 3M | -26.1% | +1.0% | -27.0% | -27.0% |
| 6M | -23.6% | +23.3% | -47.0% | -30.5% |
| YTD | -31.8% | +43.3% | -75.1% | -42.4% |
| 1Y | -32.6% | +35.9% | -68.5% | -41.8% |
| 3Y | +33.0% | +158.6% | -125.7% | -20.0% |
| 5Y | +56.8% | +213.1% | -156.3% | -20.3% |
| All | +56.8% | +214.4% | -157.6% | -20.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling