+671.8%
SCHW vs FSLR
+729.0%
-57.2%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-09.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.8% | +4.5% | +0.6% |
| 7D | -1.6% | +0.2% | -1.8% | -1.7% |
| 30D | -1.1% | -15.1% | +14.1% | +1.8% |
| 3M | +20.4% | -22.5% | +42.9% | +25.2% |
| 6M | +13.6% | +4.0% | +9.7% | +10.8% |
| YTD | +7.7% | -22.3% | +29.9% | +10.0% |
| 1Y | +15.2% | 0.0% | +15.2% | +11.4% |
| 3Y | +87.1% | +10.9% | +76.3% | +65.2% |
| 5Y | +57.5% | +105.4% | -47.9% | +16.8% |
| 10Y | +295.1% | +447.0% | -151.9% | +117.3% |
| All | +671.8% | +729.0% | -57.2% | +309.5% |
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 1990-01-01 to 2026-09-09: 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…
1990-01-01 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling