+68.3%
FSLR vs SW
-1.6%
+69.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +0.9% |
| 7D | +10.7% | +4.7% | +6.0% | +9.7% |
| 30D | +8.9% | +5.0% | +3.9% | +7.8% |
| 3M | -17.3% | -7.3% | -10.0% | -16.3% |
| 6M | -10.8% | +15.0% | -25.7% | -13.2% |
| YTD | -25.1% | +18.5% | -43.6% | -27.7% |
| 1Y | -29.4% | +27.1% | -56.6% | -32.7% |
| 3Y | +28.8% | +49.3% | -20.5% | +21.5% |
| 5Y | +68.3% | -1.6% | +69.9% | +52.7% |
| All | +68.3% | -1.6% | +69.9% | +52.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling