+32.1%
SWKS vs FSLR
+498.1%
-466.0%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.7% | -1.5% | +0.5% |
| 7D | -6.2% | +15.3% | -21.5% | -9.8% |
| 30D | -1.5% | +11.7% | -13.2% | -4.5% |
| 3M | +23.0% | -17.6% | +40.6% | +28.8% |
| 6M | +27.6% | -7.7% | +35.3% | +29.8% |
| YTD | +32.3% | -23.0% | +55.3% | +39.2% |
| 1Y | +20.1% | -26.0% | +46.2% | +27.4% |
| 3Y | +0.6% | +36.9% | -36.2% | -18.0% |
| 5Y | -42.3% | +72.9% | -115.2% | -59.6% |
| All | +32.1% | +498.1% | -466.0% | -37.5% |
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