-84.4%
FCEL vs SN
+671.7%
-756.0%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -1.3% | -3.7% | -4.6% |
| 7D | -8.3% | +7.6% | -15.9% | -10.0% |
| 30D | -43.0% | +22.4% | -65.4% | -46.2% |
| 3M | -48.2% | +21.7% | -69.8% | -51.1% |
| 6M | -25.0% | +102.8% | -127.8% | -38.5% |
| YTD | +40.6% | +102.4% | -61.8% | +14.9% |
| 1Y | +36.0% | +139.0% | -103.0% | +7.4% |
| 3Y | -66.7% | +440.4% | -507.1% | -77.6% |
| All | -84.4% | +671.7% | -756.0% | -89.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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