+105.4%
FSLR vs SCCO
+355.0%
-249.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.3% | -5.1% | -4.9% |
| 7D | +0.2% | +2.4% | -2.2% | -0.7% |
| 30D | -15.1% | +6.4% | -21.6% | -17.5% |
| 3M | -22.5% | +21.6% | -44.1% | -28.6% |
| 6M | +4.0% | +13.4% | -9.5% | -2.2% |
| YTD | -22.3% | +52.6% | -74.9% | -36.3% |
| 1Y | 0.0% | +122.4% | -122.4% | -29.8% |
| 3Y | +10.9% | +208.5% | -197.6% | -33.9% |
| 5Y | +105.4% | +353.9% | -248.5% | +5.6% |
| All | +105.4% | +355.0% | -249.6% | +5.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling