+281.4%
FCEL vs SCHG
+16.6%
+264.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.9% | +2.8% | +4.1% |
| 7D | -15.8% | -0.7% | -15.1% | -14.4% |
| 30D | -29.3% | +0.2% | -29.5% | -29.9% |
| 3M | -30.1% | +2.2% | -32.4% | -33.3% |
| 6M | +74.4% | +15.0% | +59.4% | +32.2% |
| YTD | +104.5% | +9.2% | +95.3% | +73.6% |
| 1Y | +281.4% | +15.7% | +265.7% | +164.9% |
| All | +281.4% | +16.6% | +264.7% | +164.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 1y: compounded portfolio wealth divided by compounded SCHG 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…
1y analysis · Full analysis span regression · 6 months rolling