+250.7%
USB vs FSLR
+734.5%
-483.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.2% | 0.0% |
| 7D | +1.4% | 0.0% | +1.4% | +1.4% |
| 30D | -1.3% | -13.7% | +12.4% | +0.7% |
| 3M | +15.2% | -35.1% | +50.3% | +22.1% |
| 6M | +18.8% | +3.6% | +15.2% | +16.9% |
| YTD | +21.0% | -21.7% | +42.7% | +23.4% |
| 1Y | +34.0% | +1.3% | +32.7% | +30.6% |
| 3Y | +95.3% | +9.7% | +85.6% | +78.8% |
| 5Y | +40.4% | +117.4% | -77.0% | +10.7% |
| 10Y | +107.3% | +435.5% | -328.2% | +31.5% |
| All | +250.7% | +734.5% | -483.8% | +129.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling