+35.3%
SWKS vs FCEL
-99.1%
+134.4%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.0% | +4.8% | +0.2% |
| 7D | -3.1% | -8.3% | +5.1% | -2.7% |
| 30D | +8.3% | -43.0% | +51.3% | +12.3% |
| 3M | +20.2% | -48.2% | +68.4% | +24.5% |
| 6M | +24.9% | -25.0% | +49.9% | +22.9% |
| YTD | +33.2% | +40.6% | -7.5% | +23.5% |
| 1Y | +23.6% | +36.0% | -12.4% | +14.4% |
| 3Y | +1.3% | -66.7% | +68.0% | -3.0% |
| 5Y | -40.6% | -96.7% | +56.1% | -36.6% |
| 10Y | +35.3% | -99.0% | +134.3% | +54.4% |
| All | +35.3% | -99.1% | +134.4% | +54.4% |
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 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