+294.9%
SCHW vs FCEL
-99.1%
+394.1%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.9% | -2.0% | -0.2% |
| 7D | -1.9% | +6.3% | -8.2% | -2.2% |
| 30D | -1.6% | -26.7% | +25.0% | -0.6% |
| 3M | +21.3% | -10.2% | +31.4% | +20.1% |
| 6M | +16.5% | +123.5% | -107.0% | +8.9% |
| YTD | +8.4% | +117.4% | -109.0% | +1.1% |
| 1Y | +15.6% | +146.0% | -130.3% | +6.2% |
| 3Y | +86.8% | -61.9% | +148.7% | +80.0% |
| 5Y | +60.5% | -90.5% | +151.0% | +60.4% |
| All | +294.9% | -99.1% | +394.1% | +347.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling