-29.4%
FSLR vs SW
+25.8%
-55.2%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +1.2% |
| 7D | +10.7% | +4.7% | +6.0% | +8.9% |
| 30D | +8.9% | +5.0% | +3.9% | +6.8% |
| 3M | -17.3% | -7.3% | -10.0% | -15.2% |
| 6M | -10.8% | +15.0% | -25.7% | -16.2% |
| YTD | -25.1% | +18.5% | -43.6% | -32.8% |
| 1Y | -29.4% | +27.1% | -56.6% | -38.5% |
| All | -29.4% | +25.8% | -55.2% | -38.5% |
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