-99.1%
FCEL vs SBAC
+110.3%
-209.3%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.8% | -4.6% | -5.5% |
| 7D | +14.8% | -3.4% | +18.2% | +16.6% |
| 30D | -33.9% | +2.6% | -36.5% | -35.3% |
| 3M | -52.7% | +2.6% | -55.3% | -53.7% |
| 6M | -40.0% | -11.5% | -28.5% | -38.3% |
| YTD | +40.2% | -1.6% | +41.8% | +30.7% |
| 1Y | +32.9% | -5.1% | +38.1% | +27.1% |
| 3Y | -66.8% | -9.3% | -57.5% | -68.3% |
| 5Y | -97.0% | -41.0% | -56.0% | -96.2% |
| All | -99.1% | +110.3% | -209.3% | -99.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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