+0.6%
SWKS vs FCEL
-74.5%
+75.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +11.5% | -10.3% | +0.3% |
| 7D | -6.2% | -11.3% | +5.1% | -5.4% |
| 30D | -1.5% | -45.8% | +44.3% | +3.1% |
| 3M | +23.0% | -51.0% | +74.0% | +28.7% |
| 6M | +27.6% | -22.3% | +49.9% | +24.4% |
| YTD | +32.3% | +36.2% | -3.9% | +20.7% |
| 1Y | +20.1% | +29.0% | -8.8% | +9.4% |
| 3Y | +0.6% | -70.9% | +71.5% | +1.2% |
| All | +0.6% | -74.5% | +75.1% | +1.2% |
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