-58.9%
FCEL vs SAN
+356.8%
-415.7%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | -0.5% | +19.3% | +19.1% |
| 7D | +4.0% | +3.3% | +0.6% | +1.2% |
| 30D | -13.1% | +1.1% | -14.2% | -14.0% |
| 3M | +14.6% | +22.2% | -7.6% | +2.4% |
| 6M | +133.7% | +36.0% | +97.7% | +92.7% |
| YTD | +143.0% | +28.2% | +114.7% | +104.5% |
| 1Y | +320.9% | +54.1% | +266.7% | +215.0% |
| 3Y | -58.9% | +354.2% | -413.1% | -87.2% |
| All | -58.9% | +356.8% | -415.7% | -87.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling