-26.0%
FSLR vs SW
+26.7%
-52.8%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.9% | +3.7% | +3.1% |
| 7D | +15.3% | +2.3% | +13.0% | +14.4% |
| 30D | +11.7% | +6.8% | +4.9% | +8.9% |
| 3M | -17.6% | -5.2% | -12.4% | -16.1% |
| 6M | -7.7% | +7.4% | -15.2% | -11.7% |
| YTD | -23.0% | +17.4% | -40.4% | -30.6% |
| 1Y | -26.0% | +27.1% | -53.1% | -35.2% |
| All | -26.0% | +26.7% | -52.8% | -35.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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