-65.9%
FCEL vs S
+16.9%
-82.8%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.5% | +1.8% |
| 7D | -15.8% | -7.7% | -8.1% | -13.3% |
| 30D | -29.3% | -5.3% | -23.9% | -28.3% |
| 3M | -30.1% | +20.3% | -50.4% | -35.3% |
| 6M | +74.4% | +47.4% | +27.1% | +49.3% |
| YTD | +104.5% | +32.5% | +72.0% | +80.4% |
| 1Y | +281.4% | +9.5% | +271.8% | +258.4% |
| All | -65.9% | +16.9% | -82.8% | -74.5% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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