-90.7%
FCEL vs SGI
+45.9%
-136.6%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -3.1% | -2.8% | -3.9% |
| 7D | +6.3% | -4.9% | +11.2% | +9.8% |
| 30D | -18.8% | +1.6% | -20.4% | -20.8% |
| 3M | -3.8% | -3.2% | -0.7% | -4.0% |
| 6M | +121.1% | -16.0% | +137.2% | +137.1% |
| YTD | +113.3% | -25.4% | +138.7% | +146.4% |
| 1Y | +173.5% | -21.6% | +195.1% | +200.2% |
| 3Y | -63.9% | +52.9% | -116.8% | -78.1% |
| 5Y | -90.7% | +47.5% | -138.2% | -94.5% |
| All | -90.7% | +45.9% | -136.6% | -94.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling