-1.1%
FSLR vs USAR
+74.0%
-75.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -1.0% | -1.4% |
| 7D | 0.0% | -2.1% | +2.1% | +0.1% |
| 30D | -13.7% | +2.6% | -16.3% | -13.9% |
| 3M | -35.1% | -35.0% | -0.1% | -33.7% |
| 6M | +3.6% | -6.9% | +10.5% | +3.9% |
| YTD | -21.7% | +48.0% | -69.7% | -22.8% |
| 1Y | +1.3% | +24.8% | -23.5% | -0.4% |
| 3Y | +9.7% | +73.2% | -63.5% | -1.8% |
| All | -1.1% | +74.0% | -75.1% | -8.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling