+96.6%
USB vs FSLR
+28.0%
+68.6%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.6% | -2.7% | +1.6% |
| 7D | +2.4% | +10.3% | -7.9% | +1.7% |
| 30D | +6.6% | +10.4% | -3.9% | +5.8% |
| 3M | -4.1% | -20.2% | +16.1% | -2.8% |
| 6M | +12.5% | -8.0% | +20.5% | +12.3% |
| YTD | +17.6% | -25.5% | +43.2% | +18.8% |
| 1Y | +36.5% | -26.0% | +62.5% | +37.7% |
| All | +96.6% | +28.0% | +68.6% | +61.5% |
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