+495.8%
FSLR vs SWK
+29.6%
+466.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.4% | +3.1% | +2.9% |
| 7D | +15.3% | +11.0% | +4.3% | +10.5% |
| 30D | +11.7% | +30.1% | -18.4% | +0.4% |
| 3M | -17.6% | +14.7% | -32.3% | -22.2% |
| 6M | -7.7% | +44.5% | -52.2% | -20.5% |
| YTD | -23.0% | +59.4% | -82.4% | -36.5% |
| 1Y | -26.0% | +77.5% | -103.6% | -41.5% |
| 3Y | +36.9% | +49.5% | -12.6% | +12.0% |
| 5Y | +72.9% | -24.9% | +97.8% | +77.6% |
| All | +495.8% | +29.6% | +466.2% | +398.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 10y: compounded portfolio wealth divided by compounded SWK 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…
10y analysis · Full analysis span regression · 6 months rolling