-43.0%
SWKS vs FSLR
+72.0%
-115.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.6% | -2.7% | -2.2% |
| 7D | -9.2% | +10.7% | -19.9% | -11.3% |
| 30D | -1.9% | +8.9% | -10.8% | -3.9% |
| 3M | +21.2% | -17.3% | +38.6% | +25.9% |
| 6M | +12.9% | -10.8% | +23.7% | +15.7% |
| YTD | +30.7% | -25.1% | +55.8% | +37.5% |
| 1Y | +14.1% | -29.4% | +43.6% | +21.3% |
| 3Y | -1.7% | +28.8% | -30.5% | -15.8% |
| 5Y | -43.0% | +68.3% | -111.3% | -61.5% |
| All | -43.0% | +72.0% | -115.0% | -61.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling