+674.2%
SCHW vs FSLR
+770.4%
-96.2%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.3% | -6.5% | -3.0% |
| 7D | -1.3% | +6.8% | -8.1% | -2.5% |
| 30D | -0.4% | -14.7% | +14.3% | +2.4% |
| 3M | +21.7% | -22.6% | +44.3% | +26.6% |
| 6M | +13.0% | +12.7% | +0.2% | +8.6% |
| YTD | +8.0% | -18.4% | +26.4% | +9.4% |
| 1Y | +15.8% | +4.9% | +10.9% | +11.0% |
| 3Y | +87.7% | +16.4% | +71.3% | +64.2% |
| 5Y | +59.7% | +123.5% | -63.8% | +16.5% |
| 10Y | +292.9% | +454.3% | -161.5% | +115.8% |
| All | +674.2% | +770.4% | -96.2% | +307.2% |
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