-67.5%
FCEL vs SN
+428.0%
-495.5%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +2.9% | +5.7% | +7.6% |
| 7D | +3.0% | +7.6% | -4.6% | +0.5% |
| 30D | -40.0% | +24.1% | -64.1% | -44.5% |
| 3M | -47.0% | +23.7% | -70.8% | -51.2% |
| 6M | -21.0% | +105.5% | -126.5% | -39.0% |
| YTD | +48.0% | +105.1% | -57.1% | +13.7% |
| 1Y | +43.9% | +148.3% | -104.4% | +4.9% |
| 3Y | -67.5% | +438.7% | -506.2% | -87.1% |
| All | -67.5% | +428.0% | -495.5% | -87.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling