+755.0%
SW vs FCEL
-100.0%
+855.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.9% | -0.6% | +1.2% |
| 7D | -5.1% | -15.8% | +10.7% | -4.7% |
| 30D | -4.6% | -29.3% | +24.7% | -3.9% |
| 3M | +9.4% | -30.1% | +39.5% | +9.5% |
| 6M | +3.5% | +74.4% | -70.9% | +0.9% |
| YTD | +22.0% | +104.5% | -82.5% | +18.3% |
| 1Y | +2.2% | +281.4% | -279.2% | -2.9% |
| 3Y | +19.6% | -66.1% | +85.7% | +17.5% |
| 5Y | -2.3% | -91.9% | +89.5% | -2.8% |
| 10Y | +181.4% | -99.2% | +280.6% | +175.5% |
| All | +755.0% | -100.0% | +855.0% | +687.4% |
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