+91.7%
USB vs FSLR
+498.1%
-406.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.7% | -3.3% | -0.9% |
| 7D | 0.0% | +15.3% | -15.3% | -1.9% |
| 30D | +5.8% | +11.7% | -5.8% | +4.2% |
| 3M | -6.0% | -17.6% | +11.7% | -3.8% |
| 6M | +7.8% | -7.7% | +15.5% | +7.7% |
| YTD | +14.6% | -23.0% | +37.6% | +16.5% |
| 1Y | +31.8% | -26.0% | +57.8% | +34.5% |
| 3Y | +91.5% | +36.9% | +54.7% | +67.8% |
| 5Y | +22.0% | +72.9% | -50.9% | -0.5% |
| All | +91.7% | +498.1% | -406.4% | +17.3% |
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