-99.8%
FCEL vs SBAC
+2,208.1%
-2,307.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.1% | +3.0% | +2.2% |
| 7D | -15.8% | -0.8% | -15.0% | -15.6% |
| 30D | -29.3% | +6.9% | -36.2% | -30.8% |
| 3M | -30.1% | -8.2% | -21.9% | -29.1% |
| 6M | +74.4% | -1.6% | +76.1% | +70.0% |
| YTD | +104.5% | -0.1% | +104.6% | +97.4% |
| 1Y | +281.4% | -0.5% | +281.8% | +268.2% |
| 3Y | -66.1% | -9.1% | -57.0% | -66.4% |
| 5Y | -91.9% | -43.8% | -48.1% | -90.6% |
| 10Y | -99.2% | +80.5% | -179.7% | -99.4% |
| All | -99.8% | +2,208.1% | -2,307.9% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling