+479.9%
FSLR vs SWK
+30.0%
+449.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.6% | +3.2% | +1.6% |
| 7D | +10.7% | +11.3% | -0.6% | +5.9% |
| 30D | +8.9% | +28.1% | -19.2% | -1.5% |
| 3M | -17.3% | +12.6% | -29.9% | -21.4% |
| 6M | -10.8% | +51.7% | -62.5% | -24.5% |
| YTD | -25.1% | +60.0% | -85.0% | -38.3% |
| 1Y | -29.4% | +72.7% | -102.1% | -43.6% |
| 3Y | +28.8% | +46.3% | -17.5% | +6.2% |
| 5Y | +68.3% | -24.6% | +92.9% | +72.6% |
| All | +479.9% | +30.0% | +449.8% | +384.8% |
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