+13.2%
FSLR vs SCCO
+199.6%
-186.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.3% | -5.1% | -4.9% |
| 7D | +0.2% | +2.4% | -2.2% | -0.8% |
| 30D | -15.1% | +6.4% | -21.6% | -17.6% |
| 3M | -22.5% | +21.6% | -44.1% | -29.1% |
| 6M | +4.0% | +13.4% | -9.5% | -2.8% |
| YTD | -22.3% | +52.6% | -74.9% | -38.1% |
| 1Y | 0.0% | +122.4% | -122.4% | -33.7% |
| All | +13.2% | +199.6% | -186.4% | -44.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling