+59.6%
SCHW vs FCEL
-90.8%
+150.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -5.9% | +6.7% | +1.0% |
| 7D | -2.8% | +6.3% | -9.0% | -3.2% |
| 30D | -0.1% | -18.8% | +18.7% | +0.7% |
| 3M | +20.6% | -3.8% | +24.4% | +18.3% |
| 6M | +15.9% | +121.1% | -105.2% | +5.1% |
| YTD | +8.5% | +113.3% | -104.8% | -2.0% |
| 1Y | +17.8% | +173.5% | -155.7% | +2.9% |
| 3Y | +88.5% | -63.9% | +152.4% | +85.0% |
| All | +59.6% | -90.8% | +150.4% | +69.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling