+42.4%
FCEL vs SARO
-7.8%
+50.2%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +1.9% | -7.9% | -7.3% |
| 7D | -14.9% | +15.8% | -30.6% | -24.2% |
| 30D | -41.7% | +22.2% | -63.9% | -50.4% |
| 3M | -53.2% | -16.2% | -37.0% | -45.0% |
| 6M | -19.0% | +4.6% | -23.6% | -19.8% |
| YTD | +44.2% | -10.4% | +54.5% | +66.5% |
| 1Y | +42.4% | -6.5% | +48.9% | +53.0% |
| All | +42.4% | -7.8% | +50.2% | +53.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 1y: compounded portfolio wealth divided by compounded SARO 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…
1y analysis · Full analysis span regression · 6 months rolling