+691.3%
FSLR vs SWK
+277.1%
+414.2%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.6% | +3.2% | +2.1% |
| 7D | +10.7% | +11.3% | -0.6% | +4.0% |
| 30D | +8.9% | +28.1% | -19.2% | -5.5% |
| 3M | -17.3% | +12.6% | -29.9% | -23.1% |
| 6M | -10.8% | +51.7% | -62.5% | -29.9% |
| YTD | -25.1% | +60.0% | -85.0% | -43.5% |
| 1Y | -29.4% | +72.7% | -102.1% | -49.1% |
| 3Y | +28.8% | +46.3% | -17.5% | -3.6% |
| 5Y | +68.3% | -24.6% | +92.9% | +70.5% |
| 10Y | +502.7% | +32.2% | +470.5% | +252.3% |
| All | +691.3% | +277.1% | +414.2% | +75.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling