-73.9%
FCEL vs SWK
+46.5%
-120.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.3% | -2.6% | -12.7% | -13.6% |
| 7D | -26.7% | +11.3% | -37.9% | -32.6% |
| 30D | -56.8% | +28.1% | -84.8% | -64.3% |
| 3M | -57.8% | +12.6% | -70.3% | -61.9% |
| 6M | -34.1% | +51.7% | -85.8% | -52.0% |
| YTD | +22.2% | +60.0% | -37.8% | -16.2% |
| 1Y | +5.2% | +72.7% | -67.5% | -31.8% |
| All | -73.9% | +46.5% | -120.4% | -83.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling