+27.1%
SW vs FCEL
+18.3%
+8.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +11.5% | -12.5% | -1.2% |
| 7D | +2.3% | -11.2% | +13.6% | +2.5% |
| 30D | +6.8% | -45.8% | +52.6% | +8.1% |
| 3M | -5.2% | -51.0% | +45.8% | -4.0% |
| 6M | +7.4% | -22.2% | +29.7% | +7.4% |
| YTD | +17.4% | +36.3% | -18.9% | +14.4% |
| 1Y | +27.1% | +29.0% | -1.9% | +24.1% |
| All | +27.1% | +18.3% | +8.8% | +24.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling