+23.4%
SHW vs FCEL
-59.7%
+83.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +18.8% | -21.1% | -2.6% |
| 7D | -1.2% | +4.0% | -5.2% | -1.3% |
| 30D | -11.6% | -13.1% | +1.5% | -11.5% |
| 3M | +9.1% | +14.6% | -5.5% | +7.9% |
| 6M | -0.7% | +133.7% | -134.3% | -4.4% |
| YTD | +1.4% | +143.0% | -141.6% | -2.8% |
| 1Y | -12.3% | +320.9% | -333.1% | -18.5% |
| 3Y | +23.4% | -58.9% | +82.3% | +27.7% |
| All | +23.4% | -59.7% | +83.1% | +27.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling