-99.2%
FCEL vs SWK
+2.4%
-101.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +1.0% | +1.2% |
| 7D | -15.8% | -0.4% | -15.4% | -15.9% |
| 30D | -29.3% | -5.7% | -23.6% | -26.4% |
| 3M | -30.1% | +24.1% | -54.2% | -40.3% |
| 6M | +74.4% | +24.7% | +49.7% | +45.6% |
| YTD | +104.5% | +33.9% | +70.6% | +60.9% |
| 1Y | +281.4% | +34.7% | +246.7% | +197.9% |
| 3Y | -66.1% | +15.3% | -81.4% | -70.7% |
| 5Y | -91.9% | -39.3% | -52.6% | -89.4% |
| All | -99.2% | +2.4% | -101.6% | -99.4% |
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