+42.4%
FCEL vs SCHG
+5.5%
+36.9%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +1.3% | -7.2% | -9.3% |
| 7D | -14.9% | -2.5% | -12.3% | -8.7% |
| 30D | -41.7% | -5.4% | -36.2% | -31.1% |
| 3M | -53.2% | -2.2% | -51.0% | -49.3% |
| 6M | -19.0% | +5.2% | -24.2% | -23.6% |
| YTD | +44.2% | +6.8% | +37.4% | +31.2% |
| 1Y | +42.4% | +5.9% | +36.5% | +30.9% |
| All | +42.4% | +5.5% | +36.9% | +30.9% |
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