-58.9%
FCEL vs SBAC
-9.5%
-49.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | -0.4% | +19.2% | +18.9% |
| 7D | +4.0% | -0.1% | +4.0% | +4.0% |
| 30D | -13.1% | +3.2% | -16.3% | -13.5% |
| 3M | +14.6% | -5.1% | +19.6% | +15.9% |
| 6M | +133.7% | -2.1% | +135.8% | +128.7% |
| YTD | +143.0% | -0.5% | +143.5% | +133.7% |
| 1Y | +320.9% | +1.1% | +319.7% | +300.7% |
| 3Y | -58.9% | -7.4% | -51.5% | -59.5% |
| All | -58.9% | -9.5% | -49.4% | -59.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling