+92.7%
USB vs FSLR
+482.1%
-389.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.6% | -2.7% | -2.2% |
| 7D | -1.5% | +10.7% | -12.1% | -2.8% |
| 30D | +4.3% | +8.9% | -4.6% | +3.1% |
| 3M | -6.1% | -17.3% | +11.3% | -4.0% |
| 6M | +9.4% | -10.8% | +20.2% | +9.8% |
| YTD | +15.2% | -25.1% | +40.2% | +17.6% |
| 1Y | +32.8% | -29.4% | +62.2% | +36.4% |
| 3Y | +91.3% | +28.8% | +62.5% | +69.1% |
| 5Y | +22.7% | +68.3% | -45.7% | +0.4% |
| All | +92.7% | +482.1% | -389.4% | +18.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling