-99.1%
FCEL vs SWK
+17.8%
-116.9%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -2.2% | -4.1% | -4.8% |
| 7D | +14.8% | -2.0% | +16.7% | +16.6% |
| 30D | -33.9% | +24.6% | -58.5% | -44.9% |
| 3M | -52.7% | +10.8% | -63.5% | -57.2% |
| 6M | -40.0% | +46.1% | -86.1% | -55.6% |
| YTD | +40.2% | +56.8% | -16.6% | -3.8% |
| 1Y | +32.9% | +72.7% | -39.8% | -15.2% |
| 3Y | -66.8% | +49.9% | -116.7% | -77.0% |
| 5Y | -97.0% | -30.9% | -66.1% | -96.5% |
| All | -99.1% | +17.8% | -116.9% | -99.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling