+1,286.9%
SWKS vs FSLR
+734.5%
+552.4%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.4% | +5.0% | +3.9% |
| 7D | +12.5% | 0.0% | +12.5% | +12.5% |
| 30D | +10.5% | -13.7% | +24.2% | +14.3% |
| 3M | -7.4% | -35.1% | +27.7% | +2.3% |
| 6M | +32.7% | +3.6% | +29.0% | +31.1% |
| YTD | +19.2% | -21.7% | +40.9% | +24.7% |
| 1Y | +2.4% | +1.3% | +1.1% | 0.0% |
| 3Y | -25.6% | +9.7% | -35.3% | -33.8% |
| 5Y | -53.4% | +117.4% | -170.8% | -66.6% |
| 10Y | +23.2% | +435.5% | -412.3% | -33.6% |
| All | +1,286.9% | +734.5% | +552.4% | +513.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling