+28.1%
FSLR vs USAR
-20.4%
+48.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.6% |
| 7D | -14.8% | -0.8% | -14.0% | -14.8% |
| 30D | -4.3% | -20.9% | +16.6% | -2.9% |
| 3M | -23.4% | -56.2% | +32.8% | -19.1% |
| 6M | -26.9% | -67.9% | +41.0% | -21.7% |
| YTD | -34.4% | -31.4% | -3.0% | -31.8% |
| 1Y | -33.2% | -45.1% | +11.8% | -30.2% |
| 3Y | +28.1% | -20.3% | +48.4% | +12.4% |
| All | +28.1% | -20.4% | +48.4% | +12.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling