+559.1%
SCHD vs FSLR
+314.5%
+244.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.3% | -5.4% | -1.5% |
| 7D | -1.1% | +6.8% | -8.0% | -1.7% |
| 30D | +1.5% | -14.7% | +16.2% | +2.8% |
| 3M | +7.4% | -22.6% | +30.0% | +9.5% |
| 6M | +12.4% | +12.7% | -0.3% | +10.5% |
| YTD | +27.5% | -18.4% | +45.9% | +28.6% |
| 1Y | +30.0% | +4.9% | +25.1% | +27.8% |
| 3Y | +56.5% | +16.4% | +40.1% | +47.6% |
| 5Y | +60.7% | +123.5% | -62.8% | +39.0% |
| 10Y | +237.8% | +454.3% | -216.6% | +158.8% |
| All | +559.1% | +314.5% | +244.7% | +411.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling