-26.0%
FSLR vs SCHG
+5.5%
-31.5%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.3% | +3.4% | +3.2% |
| 7D | +10.3% | -2.5% | +12.9% | +13.6% |
| 30D | +10.4% | -5.4% | +15.9% | +17.9% |
| 3M | -20.2% | -2.2% | -18.0% | -18.0% |
| 6M | -8.0% | +5.2% | -13.2% | -10.8% |
| YTD | -25.5% | +6.8% | -32.3% | -27.9% |
| 1Y | -26.0% | +5.9% | -31.9% | -27.2% |
| All | -26.0% | +5.5% | -31.5% | -27.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 SCHG 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