+98.3%
USB vs FSLR
+11.2%
+87.1%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.2% | -0.1% |
| 7D | +1.4% | 0.0% | +1.4% | +1.4% |
| 30D | -1.3% | -13.7% | +12.4% | -0.2% |
| 3M | +15.2% | -35.1% | +50.3% | +19.1% |
| 6M | +18.8% | +3.6% | +15.2% | +17.3% |
| YTD | +21.0% | -21.7% | +42.7% | +22.2% |
| 1Y | +34.0% | +1.3% | +32.7% | +31.3% |
| All | +98.3% | +11.2% | +87.1% | +82.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling