+54.8%
SCHD vs FSLR
+9.6%
+45.2%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.8% | +3.8% | -0.7% |
| 7D | -2.6% | +0.2% | -2.9% | -2.6% |
| 30D | -0.3% | -15.1% | +14.8% | +0.5% |
| 3M | +6.1% | -22.5% | +28.6% | +7.3% |
| 6M | +11.7% | +4.0% | +7.8% | +11.1% |
| YTD | +26.3% | -22.3% | +48.6% | +27.3% |
| 1Y | +28.8% | 0.0% | +28.7% | +27.7% |
| All | +54.8% | +9.6% | +45.2% | +44.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling