+269.1%
FSLR vs UVXY
-100.0%
+369.1%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.3% | +2.0% | +4.7% |
| 7D | +6.8% | -4.7% | +11.5% | +6.1% |
| 30D | -14.7% | -17.1% | +2.4% | -17.0% |
| 3M | -22.6% | -39.9% | +17.4% | -27.4% |
| 6M | +12.7% | -66.9% | +79.6% | -1.3% |
| YTD | -18.4% | -50.1% | +31.7% | -23.0% |
| 1Y | +4.9% | -68.3% | +73.3% | -5.8% |
| 3Y | +16.4% | -95.0% | +111.4% | -2.7% |
| 5Y | +123.5% | -99.7% | +223.1% | +46.8% |
| 10Y | +454.3% | -100.0% | +554.3% | +132.2% |
| All | +269.1% | -100.0% | +369.1% | -67.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling