-24.7%
U vs FSLR
+213.4%
-238.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.7% | +2.8% | +4.5% |
| 7D | +36.6% | +15.3% | +21.2% | +29.8% |
| 30D | +13.3% | +11.7% | +1.7% | +9.1% |
| 3M | +26.2% | -17.6% | +43.8% | +34.7% |
| 6M | +88.7% | -7.7% | +96.5% | +91.0% |
| YTD | +16.6% | -23.0% | +39.6% | +23.3% |
| 1Y | +29.0% | -26.0% | +55.0% | +38.3% |
| 3Y | +99.5% | +36.9% | +62.6% | +43.5% |
| 5Y | -66.1% | +72.9% | -139.1% | -82.6% |
| All | -24.7% | +213.4% | -238.1% | -67.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FSLR.
Daily Out/Under-Performance
Portfolio return minus FSLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FSLR 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 FSLR 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