+730.4%
SW vs FCEL
-100.0%
+830.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -15.3% | +13.8% | -1.2% |
| 7D | +4.7% | -26.7% | +31.3% | +5.3% |
| 30D | +5.0% | -56.8% | +61.8% | +6.9% |
| 3M | -7.3% | -57.8% | +50.4% | -5.8% |
| 6M | +15.0% | -34.1% | +49.1% | +14.6% |
| YTD | +18.5% | +22.2% | -3.6% | +15.9% |
| 1Y | +27.1% | +5.2% | +21.9% | +24.6% |
| 3Y | +49.3% | -76.2% | +125.5% | +47.8% |
| 5Y | -1.6% | -96.7% | +95.0% | -0.7% |
| 10Y | +185.4% | -99.2% | +284.5% | +180.3% |
| All | +730.4% | -100.0% | +830.4% | +671.8% |
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