+281.4%
FCEL vs SARO
-7.4%
+288.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.2% | +1.2% |
| 7D | -15.8% | -0.8% | -15.0% | -15.1% |
| 30D | -29.3% | -20.0% | -9.3% | -12.3% |
| 3M | -30.1% | -2.9% | -27.2% | -24.0% |
| 6M | +74.4% | -17.7% | +92.1% | +123.3% |
| YTD | +104.5% | -13.5% | +118.0% | +143.5% |
| 1Y | +281.4% | -9.7% | +291.1% | +351.6% |
| All | +281.4% | -7.4% | +288.8% | +351.6% |
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