+240.9%
USB vs FSLR
+693.9%
-453.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.6% | -2.7% | +1.2% |
| 7D | +2.4% | +10.3% | -7.9% | +0.9% |
| 30D | +6.6% | +10.4% | -3.9% | +4.9% |
| 3M | -4.1% | -20.2% | +16.1% | -1.2% |
| 6M | +12.5% | -8.0% | +20.5% | +12.5% |
| YTD | +17.6% | -25.5% | +43.2% | +20.5% |
| 1Y | +36.5% | -26.0% | +62.5% | +39.6% |
| 3Y | +95.4% | +28.0% | +67.4% | +74.0% |
| 5Y | +26.1% | +66.7% | -40.6% | +3.8% |
| 10Y | +101.3% | +498.9% | -397.6% | +25.6% |
| All | +240.9% | +693.9% | -453.0% | +124.0% |
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