+11,357.1%
SWKS vs FCEL
-99.8%
+11,456.9%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +11.5% | -10.3% | -0.3% |
| 7D | -6.2% | -11.2% | +5.1% | -4.9% |
| 30D | -1.5% | -45.8% | +44.3% | +5.9% |
| 3M | +23.0% | -51.0% | +73.9% | +32.0% |
| 6M | +27.6% | -22.2% | +49.9% | +22.4% |
| YTD | +32.3% | +36.3% | -3.9% | +14.6% |
| 1Y | +20.1% | +29.0% | -8.9% | +3.8% |
| 3Y | +0.6% | -70.9% | +71.5% | -6.6% |
| 5Y | -42.3% | -96.3% | +54.0% | -33.6% |
| 10Y | +35.9% | -99.1% | +135.0% | +12.3% |
| All | +11,357.1% | -99.8% | +11,456.9% | +11,481.7% |
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