+238.6%
SCHD vs FSLR
+466.5%
-227.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | +0.3% |
| 7D | -2.0% | +2.2% | -4.2% | -2.2% |
| 30D | -0.4% | -7.8% | +7.4% | +0.3% |
| 3M | +5.7% | -22.9% | +28.6% | +8.2% |
| 6M | +11.9% | +4.4% | +7.5% | +10.6% |
| YTD | +26.4% | -20.0% | +46.4% | +27.9% |
| 1Y | +27.6% | +2.8% | +24.8% | +25.2% |
| 3Y | +54.9% | +16.5% | +38.4% | +43.9% |
| 5Y | +60.9% | +110.3% | -49.3% | +33.6% |
| All | +238.6% | +466.5% | -227.8% | +131.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FSLR.
Daily Out/Under-Performance
Portfolio return minus FSLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FSLR 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 2016-09-11 to 2026-09-11: compounded portfolio wealth divided by compounded FSLR 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling