+25.3%
UPS vs FSLR
-0.5%
+25.8%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.8% | +3.5% | -0.8% |
| 7D | -3.7% | +0.2% | -3.9% | -3.7% |
| 30D | -3.7% | -15.1% | +11.4% | -2.4% |
| 3M | -6.6% | -22.5% | +16.0% | -4.8% |
| 6M | +2.6% | +4.0% | -1.4% | +3.3% |
| YTD | +4.8% | -22.3% | +27.0% | +5.5% |
| 1Y | +25.3% | 0.0% | +25.3% | +27.3% |
| All | +25.3% | -0.5% | +25.8% | +27.3% |
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