+453.5%
FSLR vs SCCO
+1,108.1%
-654.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -7.2% | +9.2% | +4.8% |
| 7D | -0.1% | -2.7% | +2.6% | +0.7% |
| 30D | -14.0% | -0.2% | -13.8% | -14.5% |
| 3M | -16.9% | +17.8% | -34.7% | -22.9% |
| 6M | +4.7% | +2.3% | +2.5% | +2.1% |
| YTD | -20.7% | +41.6% | -62.3% | -33.6% |
| 1Y | +1.7% | +101.9% | -100.2% | -26.7% |
| 3Y | +13.1% | +186.2% | -173.1% | -31.3% |
| 5Y | +108.4% | +309.7% | -201.3% | +5.8% |
| All | +453.5% | +1,108.1% | -654.6% | +97.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling