-99.2%
FCEL vs SBAC
+83.0%
-182.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.8% | -3.1% | -4.5% |
| 7D | +6.3% | -5.3% | +11.5% | +9.1% |
| 30D | -18.8% | +0.4% | -19.2% | -18.9% |
| 3M | -3.8% | -11.9% | +8.1% | +0.6% |
| 6M | +121.1% | -4.5% | +125.6% | +113.2% |
| YTD | +113.3% | -4.3% | +117.6% | +103.2% |
| 1Y | +173.5% | -3.9% | +177.4% | +159.5% |
| 3Y | -63.9% | -11.0% | -52.9% | -64.9% |
| 5Y | -90.7% | -44.1% | -46.6% | -87.9% |
| All | -99.2% | +83.0% | -182.2% | -99.4% |
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