-27.6%
FSLR vs SW
+755.0%
-782.6%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.7% | -1.5% |
| 7D | 0.0% | -5.1% | +5.1% | +0.5% |
| 30D | -13.7% | -4.6% | -9.1% | -13.3% |
| 3M | -35.1% | +9.4% | -44.5% | -35.7% |
| 6M | +3.6% | +3.5% | +0.1% | +3.1% |
| YTD | -21.7% | +22.0% | -43.8% | -23.3% |
| 1Y | +1.3% | +2.2% | -0.9% | +0.5% |
| 3Y | +9.7% | +19.6% | -9.9% | +7.0% |
| 5Y | +117.4% | -2.3% | +119.7% | +111.0% |
| 10Y | +435.5% | +181.4% | +254.1% | +376.3% |
| All | -27.6% | +755.0% | -782.6% | -44.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling