+49.9%
FSLR vs SCHG
+1,127.0%
-1,077.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.7% | -4.1% | -4.0% |
| 7D | +0.2% | -0.9% | +1.1% | +1.2% |
| 30D | -15.1% | -2.3% | -12.8% | -12.9% |
| 3M | -22.5% | +4.5% | -27.1% | -25.8% |
| 6M | +4.0% | +13.6% | -9.6% | -8.7% |
| YTD | -22.3% | +7.6% | -29.8% | -28.0% |
| 1Y | 0.0% | +13.0% | -13.0% | -11.9% |
| 3Y | +10.9% | +87.0% | -76.1% | -45.3% |
| 5Y | +105.4% | +82.9% | +22.5% | +1.1% |
| 10Y | +447.0% | +453.6% | -6.6% | -44.4% |
| All | +49.9% | +1,127.0% | -1,077.0% | -94.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling