-99.1%
FCEL vs SAN
+357.1%
-456.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.3% | -0.3% | +0.6% |
| 7D | +6.3% | +0.2% | +6.1% | +6.2% |
| 30D | -26.7% | +0.9% | -27.6% | -27.3% |
| 3M | -10.2% | +19.1% | -29.3% | -18.3% |
| 6M | +123.5% | +33.2% | +90.3% | +88.8% |
| YTD | +117.4% | +29.1% | +88.3% | +85.1% |
| 1Y | +146.0% | +50.2% | +95.7% | +91.8% |
| 3Y | -61.9% | +351.0% | -412.9% | -84.9% |
| 5Y | -90.5% | +394.7% | -485.2% | -96.6% |
| All | -99.1% | +357.1% | -456.2% | -99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 10y: compounded portfolio wealth divided by compounded SAN 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…
10y analysis · Full analysis span regression · 6 months rolling