+320.9%
FCEL vs SN
+48.4%
+272.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | +1.0% | +17.8% | +18.3% |
| 7D | +4.0% | +0.1% | +3.9% | +4.0% |
| 30D | -13.1% | -5.6% | -7.5% | -11.1% |
| 3M | +14.6% | +48.1% | -33.5% | -5.9% |
| 6M | +133.7% | +57.6% | +76.1% | +84.9% |
| YTD | +143.0% | +56.5% | +86.4% | +94.6% |
| 1Y | +320.9% | +52.6% | +268.3% | +224.3% |
| All | +320.9% | +48.4% | +272.4% | +224.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling