+11.5%
SWKS vs FCEL
-68.7%
+80.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.6% | +5.5% | +0.4% |
| 7D | +9.4% | -2.8% | +12.2% | +9.6% |
| 30D | +17.0% | -31.6% | +48.6% | +20.2% |
| 3M | +28.9% | -52.4% | +81.3% | +35.3% |
| 6M | +33.1% | -51.4% | +84.5% | +35.4% |
| YTD | +44.8% | +32.4% | +12.4% | +32.1% |
| 1Y | +36.2% | +37.5% | -1.3% | +23.1% |
| 3Y | +11.5% | -69.3% | +80.8% | +11.3% |
| All | +11.5% | -68.7% | +80.2% | +11.3% |
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