+458.5%
FSLR vs SCHG
+459.0%
-0.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.1% |
| 7D | +2.2% | -1.0% | +3.3% | +3.2% |
| 30D | -7.8% | -1.3% | -6.6% | -6.7% |
| 3M | -22.9% | +5.4% | -28.4% | -26.3% |
| 6M | +4.4% | +14.4% | -10.0% | -6.6% |
| YTD | -20.0% | +8.0% | -28.0% | -25.1% |
| 1Y | +2.8% | +12.7% | -9.9% | -6.9% |
| 3Y | +16.5% | +85.6% | -69.1% | -33.1% |
| 5Y | +110.3% | +85.5% | +24.8% | +19.6% |
| All | +458.5% | +459.0% | -0.5% | -16.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling