-52.7%
FCEL vs SGI
-6.8%
-45.9%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -3.0% | -3.4% | -7.5% |
| 7D | +14.8% | -10.7% | +25.5% | +9.0% |
| 30D | -33.9% | -3.6% | -30.3% | -33.8% |
| 3M | -52.7% | -5.4% | -47.3% | -52.4% |
| All | -52.7% | -6.8% | -45.9% | -52.4% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling