-94.4%
FCEL vs S
-56.8%
-37.6%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.5% | +1.7% |
| 7D | -15.8% | -7.7% | -8.1% | -12.7% |
| 30D | -29.3% | -5.3% | -23.9% | -28.1% |
| 3M | -30.1% | +20.3% | -50.4% | -36.2% |
| 6M | +74.4% | +47.4% | +27.1% | +43.2% |
| YTD | +104.5% | +32.5% | +72.0% | +74.7% |
| 1Y | +281.4% | +9.5% | +271.8% | +253.0% |
| 3Y | -66.1% | +15.5% | -81.6% | -72.7% |
| 5Y | -91.9% | -71.2% | -20.7% | -89.7% |
| All | -94.4% | -56.8% | -37.6% | -93.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling