+418.1%
FSLR vs SWK
+18.1%
+400.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.6% |
| 7D | -14.8% | -1.4% | -13.4% | -14.4% |
| 30D | -4.3% | +25.5% | -29.7% | -12.8% |
| 3M | -23.4% | +11.8% | -35.2% | -27.0% |
| 6M | -26.9% | +48.7% | -75.6% | -37.7% |
| YTD | -34.4% | +57.2% | -91.6% | -45.7% |
| 1Y | -33.2% | +75.3% | -108.5% | -47.0% |
| 3Y | +28.1% | +51.9% | -23.9% | +4.0% |
| 5Y | +54.5% | -30.7% | +85.3% | +64.8% |
| All | +418.1% | +18.1% | +400.0% | +310.3% |
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