-100.0%
FCEL vs SGI
+1,798.9%
-1,898.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.2% | -5.8% | -5.7% |
| 7D | -2.8% | -5.3% | +2.5% | -0.5% |
| 30D | -31.6% | -2.1% | -29.6% | -31.8% |
| 3M | -52.4% | -8.2% | -44.2% | -51.6% |
| 6M | -51.4% | -4.6% | -46.9% | -51.2% |
| YTD | +32.4% | -31.5% | +63.9% | +48.8% |
| 1Y | +37.5% | -30.8% | +68.3% | +53.9% |
| 3Y | -69.3% | +67.2% | -136.5% | -76.4% |
| 5Y | -97.1% | +42.5% | -139.6% | -97.6% |
| 10Y | -99.1% | +321.9% | -421.0% | -99.6% |
| All | -100.0% | +1,798.9% | -1,898.9% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling