-36.5%
SWKS vs FSLR
+53.9%
-90.4%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | 0.0% |
| 7D | +9.4% | -14.8% | +24.2% | +13.2% |
| 30D | +17.0% | -4.3% | +21.3% | +17.7% |
| 3M | +28.9% | -23.4% | +52.3% | +36.1% |
| 6M | +33.1% | -26.9% | +60.1% | +42.2% |
| YTD | +44.8% | -34.4% | +79.2% | +56.7% |
| 1Y | +36.2% | -33.2% | +69.4% | +46.6% |
| 3Y | +11.5% | +28.1% | -16.6% | -5.0% |
| All | -36.5% | +53.9% | -90.4% | -55.8% |
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