+0.8%
SCHW vs FCEL
+32.6%
-31.8%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -6.0% | +10.6% | +4.6% |
| 7D | +5.2% | -14.9% | +20.1% | +5.3% |
| 30D | -4.7% | -41.7% | +37.0% | -4.4% |
| 3M | -11.9% | -53.2% | +41.2% | -11.5% |
| 6M | +2.7% | -19.0% | +21.8% | 0.0% |
| YTD | -5.6% | +44.2% | -49.8% | -12.4% |
| 1Y | +0.8% | +42.4% | -41.7% | -7.5% |
| All | +0.8% | +32.6% | -31.8% | -7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FCEL.
Daily Out/Under-Performance
Portfolio return minus FCEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCEL 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 FCEL 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