+295.2%
SCHW vs FSLR
+461.4%
-166.2%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.0% | -1.3% | +0.5% |
| 7D | -2.8% | -0.1% | -2.6% | -2.8% |
| 30D | -0.1% | -14.0% | +14.0% | +1.9% |
| 3M | +20.6% | -16.9% | +37.5% | +23.0% |
| 6M | +15.9% | +4.7% | +11.2% | +13.5% |
| YTD | +8.5% | -20.7% | +29.2% | +10.0% |
| 1Y | +17.8% | +1.7% | +16.2% | +14.4% |
| 3Y | +88.5% | +13.1% | +75.5% | +68.6% |
| 5Y | +60.6% | +108.4% | -47.8% | +21.9% |
| All | +295.2% | +461.4% | -166.2% | +137.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling