+12,385.2%
SHW vs FCEL
-99.8%
+12,485.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.9% | -1.5% | +0.3% |
| 7D | -3.2% | -15.8% | +12.6% | -2.4% |
| 30D | -9.5% | -29.3% | +19.8% | -8.1% |
| 3M | +11.5% | -30.1% | +41.6% | +11.6% |
| 6M | -3.5% | +74.4% | -78.0% | -9.5% |
| YTD | +3.7% | +104.5% | -100.8% | -4.0% |
| 1Y | -7.9% | +281.4% | -289.3% | -18.9% |
| 3Y | +24.7% | -66.1% | +90.8% | +19.9% |
| 5Y | +13.6% | -91.9% | +105.4% | +14.4% |
| 10Y | +283.0% | -99.2% | +382.2% | +264.4% |
| All | +12,385.2% | -99.8% | +12,485.0% | +10,548.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling