-99.8%
FCEL vs SAN
+2,294.3%
-2,394.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.7% | +2.3% |
| 7D | -15.8% | +1.8% | -17.6% | -16.8% |
| 30D | -29.3% | +2.0% | -31.3% | -30.2% |
| 3M | -30.1% | +19.7% | -49.9% | -35.5% |
| 6M | +74.4% | +30.6% | +43.8% | +52.0% |
| YTD | +104.5% | +28.8% | +75.7% | +78.1% |
| 1Y | +281.4% | +57.8% | +223.6% | +199.9% |
| 3Y | -66.1% | +338.1% | -404.2% | -84.7% |
| 5Y | -91.9% | +384.2% | -476.1% | -96.6% |
| 10Y | -99.2% | +353.1% | -452.4% | -99.7% |
| All | -99.8% | +2,294.3% | -2,394.1% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling