+116.4%
FSLR vs SWK
-38.7%
+155.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.3% | -1.7% |
| 7D | 0.0% | -0.4% | +0.4% | +0.1% |
| 30D | -13.7% | -5.7% | -7.9% | -12.0% |
| 3M | -35.1% | +24.1% | -59.2% | -39.4% |
| 6M | +3.6% | +24.7% | -21.1% | -3.8% |
| YTD | -21.7% | +33.9% | -55.7% | -29.0% |
| 1Y | +1.3% | +34.7% | -33.4% | -8.7% |
| 3Y | +9.7% | +15.3% | -5.6% | -0.3% |
| All | +116.4% | -38.7% | +155.1% | +99.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling