+13.2%
FSLR vs UUUU
+96.1%
-82.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.5% | -4.3% | -4.7% |
| 7D | +0.2% | +1.8% | -1.6% | -0.1% |
| 30D | -15.1% | +1.8% | -17.0% | -15.6% |
| 3M | -22.5% | +1.3% | -23.8% | -23.1% |
| 6M | +4.0% | -26.8% | +30.7% | +7.5% |
| YTD | -22.3% | +0.1% | -22.3% | -24.0% |
| 1Y | 0.0% | +11.2% | -11.2% | -7.8% |
| All | +13.2% | +96.1% | -82.9% | -14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UUUU.
Daily Out/Under-Performance
Portfolio return minus UUUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UUUU 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 UUUU 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