+146.0%
FCEL vs SGI
-21.0%
+167.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.0% | +0.9% | +1.7% |
| 7D | +6.3% | -4.5% | +10.7% | +7.2% |
| 30D | -26.7% | +4.2% | -30.8% | -27.3% |
| 3M | -10.2% | -7.4% | -2.7% | -7.7% |
| 6M | +123.5% | -15.1% | +138.5% | +124.7% |
| YTD | +117.4% | -24.7% | +142.1% | +126.5% |
| 1Y | +146.0% | -21.8% | +167.7% | +194.2% |
| All | +146.0% | -21.0% | +167.0% | +194.2% |
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