+51.6%
SW vs FCEL
-73.0%
+124.5%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -6.0% | +10.1% | +4.3% |
| 7D | +12.1% | -14.9% | +26.9% | +12.7% |
| 30D | +6.6% | -41.7% | +48.2% | +8.8% |
| 3M | -6.0% | -53.2% | +47.1% | -3.5% |
| 6M | +21.5% | -19.0% | +40.5% | +19.2% |
| YTD | +20.3% | +44.2% | -23.9% | +13.0% |
| 1Y | +28.1% | +42.4% | -14.3% | +19.9% |
| All | +51.6% | -73.0% | +124.5% | +50.6% |
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