-99.0%
FCEL vs SWK
+32.9%
-131.9%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +2.8% | +5.8% | +6.6% |
| 7D | +3.0% | +10.7% | -7.6% | -5.4% |
| 30D | -40.0% | +33.3% | -73.3% | -52.4% |
| 3M | -47.0% | +14.7% | -61.7% | -53.3% |
| 6M | -21.0% | +48.5% | -69.5% | -42.3% |
| YTD | +48.0% | +63.9% | -15.9% | -1.6% |
| 1Y | +43.9% | +80.4% | -36.5% | -11.0% |
| 3Y | -67.5% | +58.1% | -125.6% | -78.3% |
| 5Y | -96.7% | -24.5% | -72.2% | -96.4% |
| 10Y | -99.0% | +29.5% | -128.5% | -99.3% |
| All | -99.0% | +32.9% | -131.9% | -99.3% |
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