+42.4%
FCEL vs SGI
-10.7%
+53.1%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +6.8% | -12.8% | -6.6% |
| 7D | -14.9% | +12.1% | -26.9% | -16.0% |
| 30D | -41.7% | +12.1% | -53.7% | -42.5% |
| 3M | -53.2% | +0.4% | -53.6% | -52.6% |
| 6M | -19.0% | -4.0% | -15.0% | -18.6% |
| YTD | +44.2% | -21.2% | +65.4% | +48.3% |
| 1Y | +42.4% | -12.1% | +54.5% | +56.3% |
| All | +42.4% | -10.7% | +53.1% | +56.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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