-74.8%
FCEL vs SN
+476.8%
-551.6%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -3.3% | -3.4% | -5.7% |
| 7D | +15.1% | -3.4% | +18.5% | +16.3% |
| 30D | -16.4% | -9.1% | -7.4% | -14.3% |
| 3M | -5.3% | +31.8% | -37.0% | -12.6% |
| 6M | +124.5% | +52.0% | +72.5% | +99.2% |
| YTD | +126.7% | +51.3% | +75.4% | +101.6% |
| 1Y | +219.9% | +46.9% | +173.0% | +185.1% |
| 3Y | -61.6% | +394.9% | -456.6% | -71.1% |
| All | -74.8% | +476.8% | -551.6% | -81.4% |
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