+3.2%
FSLR vs USAR
+74.5%
-71.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.3% | +4.0% | +4.3% |
| 7D | +6.8% | +2.3% | +4.5% | +6.6% |
| 30D | -14.7% | -8.6% | -6.1% | -14.3% |
| 3M | -22.6% | -20.5% | -2.1% | -21.7% |
| 6M | +12.7% | +1.2% | +11.5% | +12.7% |
| YTD | -18.4% | +48.4% | -66.8% | -19.5% |
| 1Y | +4.9% | +30.6% | -25.7% | +3.1% |
| 3Y | +16.4% | +73.6% | -57.3% | +4.1% |
| All | +3.2% | +74.5% | -71.3% | -4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 USAR 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