+1.3%
FSLR vs SCCO
+105.9%
-104.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.3% |
| 7D | 0.0% | -5.3% | +5.3% | +1.8% |
| 30D | -13.7% | +0.9% | -14.6% | -14.3% |
| 3M | -35.1% | +2.4% | -37.5% | -36.2% |
| 6M | +3.6% | -2.4% | +6.0% | +1.2% |
| YTD | -21.7% | +42.4% | -64.2% | -33.7% |
| 1Y | +1.3% | +105.6% | -104.4% | -22.0% |
| All | +1.3% | +105.9% | -104.7% | -22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SCCO.
Daily Out/Under-Performance
Portfolio return minus SCCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCCO 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 1y: compounded portfolio wealth divided by compounded SCCO 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…
1y analysis · Full analysis span regression · 6 months rolling