+42.6%
UNP vs FSLR
-24.3%
+66.9%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.6% | -3.0% | +1.7% |
| 7D | +3.6% | +10.3% | -6.7% | +3.6% |
| 30D | +11.4% | +10.4% | +0.9% | +11.3% |
| 3M | +4.6% | -20.2% | +24.8% | +4.6% |
| 6M | +18.3% | -8.0% | +26.3% | +15.9% |
| YTD | +35.4% | -25.5% | +60.9% | +33.5% |
| 1Y | +42.6% | -26.0% | +68.6% | +40.5% |
| All | +42.6% | -24.3% | +66.9% | +40.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling