+42.4%
FCEL vs SWK
+87.6%
-45.2%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +13.1% | -19.1% | -11.9% |
| 7D | -14.9% | +17.9% | -32.8% | -22.4% |
| 30D | -41.7% | +31.9% | -73.6% | -50.7% |
| 3M | -53.2% | +16.6% | -69.7% | -57.2% |
| 6M | -19.0% | +61.1% | -80.2% | -39.4% |
| YTD | +44.2% | +64.2% | -20.0% | -1.0% |
| 1Y | +42.4% | +85.2% | -42.8% | -14.0% |
| All | +42.4% | +87.6% | -45.2% | -14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 1y: compounded portfolio wealth divided by compounded SWK 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…
1y analysis · Full analysis span regression · 6 months rolling