+294.9%
SCHW vs FSLR
+466.5%
-171.6%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.2% |
| 7D | -1.9% | +2.2% | -4.1% | -2.2% |
| 30D | -1.6% | -7.8% | +6.2% | -0.6% |
| 3M | +21.3% | -22.9% | +44.2% | +25.1% |
| 6M | +16.5% | +4.4% | +12.1% | +14.1% |
| YTD | +8.4% | -20.0% | +28.4% | +9.8% |
| 1Y | +15.6% | +2.8% | +12.8% | +12.1% |
| 3Y | +86.8% | +16.5% | +70.3% | +66.2% |
| 5Y | +60.5% | +110.3% | -49.8% | +21.7% |
| All | +294.9% | +466.5% | -171.6% | +136.9% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling