+458.5%
FSLR vs UVXY
-100.0%
+558.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -6.8% | +7.7% | -0.1% |
| 7D | +2.2% | +2.8% | -0.6% | +2.7% |
| 30D | -7.8% | -11.4% | +3.5% | -9.3% |
| 3M | -22.9% | -41.5% | +18.6% | -28.0% |
| 6M | +4.4% | -61.0% | +65.4% | -6.1% |
| YTD | -20.0% | -49.8% | +29.9% | -24.3% |
| 1Y | +2.8% | -66.4% | +69.3% | -6.5% |
| 3Y | +16.5% | -94.8% | +111.3% | -1.2% |
| 5Y | +110.3% | -99.7% | +210.0% | +39.6% |
| All | +458.5% | -100.0% | +558.5% | +142.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UVXY.
Daily Out/Under-Performance
Portfolio return minus UVXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UVXY 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 UVXY 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