+0.8%
SCHW vs FSLR
-24.3%
+25.0%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +4.6% | -0.1% | +4.6% |
| 7D | +5.2% | +10.3% | -5.1% | +5.3% |
| 30D | -4.7% | +10.4% | -15.1% | -4.6% |
| 3M | -11.9% | -20.2% | +8.2% | -12.4% |
| 6M | +2.7% | -8.0% | +10.7% | +1.4% |
| YTD | -5.6% | -25.5% | +19.9% | -5.5% |
| 1Y | +0.8% | -26.0% | +26.7% | +0.7% |
| All | +0.8% | -24.3% | +25.0% | +0.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling