-40.0%
FCEL vs SBAC
-13.6%
-26.5%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.8% | -4.6% | -7.5% |
| 7D | +14.8% | -3.4% | +18.2% | +12.4% |
| 30D | -33.9% | +2.6% | -36.5% | -32.0% |
| 3M | -52.7% | +2.6% | -55.3% | -53.6% |
| 6M | -40.0% | -11.5% | -28.5% | -46.2% |
| All | -40.0% | -13.6% | -26.5% | -46.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling