+183.3%
SW vs FCEL
-98.9%
+282.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +8.6% | -8.4% | 0.0% |
| 7D | +1.8% | +3.0% | -1.2% | +1.7% |
| 30D | +7.0% | -40.0% | +47.0% | +8.3% |
| 3M | -7.6% | -47.0% | +39.4% | -6.5% |
| 6M | +8.5% | -21.0% | +29.6% | +7.6% |
| YTD | +17.7% | +48.0% | -30.4% | +13.9% |
| 1Y | +27.1% | +43.9% | -16.8% | +22.9% |
| 3Y | +48.2% | -67.5% | +115.7% | +45.2% |
| 5Y | -2.3% | -96.7% | +94.3% | -1.8% |
| 10Y | +183.3% | -99.0% | +282.3% | +185.7% |
| All | +183.3% | -98.9% | +282.3% | +185.7% |
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 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