-99.1%
FCEL vs SGI
+270.1%
-369.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.0% | +0.9% | +1.5% |
| 7D | +6.3% | -4.5% | +10.7% | +8.5% |
| 30D | -26.7% | +4.2% | -30.8% | -28.6% |
| 3M | -10.2% | -7.4% | -2.7% | -8.4% |
| 6M | +123.5% | -15.1% | +138.5% | +134.2% |
| YTD | +117.4% | -24.7% | +142.1% | +139.5% |
| 1Y | +146.0% | -21.8% | +167.7% | +164.1% |
| 3Y | -61.9% | +50.0% | -111.9% | -70.1% |
| 5Y | -90.5% | +48.9% | -139.5% | -92.7% |
| All | -99.1% | +270.1% | -369.2% | -99.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling