+60.3%
SCHD vs FSLR
+106.8%
-46.4%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.0% | -2.3% | -0.4% |
| 7D | -3.1% | -0.1% | -3.0% | -3.1% |
| 30D | -0.8% | -14.0% | +13.2% | +0.1% |
| 3M | +6.2% | -16.9% | +23.1% | +7.3% |
| 6M | +11.8% | +4.7% | +7.1% | +10.9% |
| YTD | +26.0% | -20.7% | +46.7% | +27.0% |
| 1Y | +28.1% | +1.7% | +26.5% | +26.6% |
| 3Y | +54.6% | +13.1% | +41.5% | +46.4% |
| 5Y | +60.3% | +108.4% | -48.1% | +38.2% |
| All | +60.3% | +106.8% | -46.4% | +38.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling