+1,814.8%
UNP vs FSLR
+734.5%
+1,080.3%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.4% |
| 7D | -5.3% | 0.0% | -5.3% | -5.4% |
| 30D | -1.5% | -13.7% | +12.1% | +0.4% |
| 3M | +10.3% | -35.1% | +45.3% | +16.5% |
| 6M | +9.7% | +3.6% | +6.0% | +7.7% |
| YTD | +27.1% | -21.7% | +48.8% | +29.4% |
| 1Y | +32.6% | +1.3% | +31.3% | +29.1% |
| 3Y | +40.0% | +9.7% | +30.3% | +27.5% |
| 5Y | +50.8% | +117.4% | -66.5% | +17.9% |
| 10Y | +278.6% | +435.5% | -156.9% | +136.5% |
| All | +1,814.8% | +734.5% | +1,080.3% | +963.7% |
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