+37.8%
SWKS vs FSLR
+473.3%
-435.4%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.5% | +5.4% | +1.3% |
| 7D | -3.1% | -2.6% | -0.5% | -2.6% |
| 30D | +8.3% | +1.8% | +6.6% | +7.5% |
| 3M | +20.2% | -24.4% | +44.6% | +28.6% |
| 6M | +24.9% | -17.7% | +42.6% | +30.8% |
| YTD | +33.2% | -30.7% | +63.9% | +43.9% |
| 1Y | +23.6% | -33.6% | +57.2% | +34.7% |
| 3Y | +1.3% | +35.1% | -33.9% | -17.6% |
| 5Y | -40.6% | +63.1% | -103.6% | -57.9% |
| All | +37.8% | +473.3% | -435.4% | -32.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FSLR.
Daily Out/Under-Performance
Portfolio return minus FSLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FSLR 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 FSLR 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