-61.9%
FCEL vs SCHG
+86.3%
-148.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +1.1% | +0.8% |
| 7D | +6.3% | -1.0% | +7.3% | +7.7% |
| 30D | -26.7% | -1.3% | -25.4% | -25.5% |
| 3M | -10.2% | +5.4% | -15.6% | -15.1% |
| 6M | +123.5% | +14.4% | +109.1% | +95.4% |
| YTD | +117.4% | +8.0% | +109.3% | +102.6% |
| 1Y | +146.0% | +12.7% | +133.2% | +122.9% |
| 3Y | -61.9% | +85.6% | -147.5% | -81.1% |
| All | -61.9% | +86.3% | -148.2% | -81.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling