-33.2%
FSLR vs SWK
+74.4%
-107.6%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.6% |
| 7D | -14.8% | -1.4% | -13.4% | -14.3% |
| 30D | -4.3% | +25.5% | -29.7% | -14.6% |
| 3M | -23.4% | +11.8% | -35.2% | -27.7% |
| 6M | -26.9% | +48.7% | -75.6% | -39.8% |
| YTD | -34.4% | +57.2% | -91.6% | -48.7% |
| 1Y | -33.2% | +75.3% | -108.5% | -50.5% |
| All | -33.2% | +74.4% | -107.6% | -50.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling