-69.3%
FCEL vs SN
+440.0%
-509.3%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +2.8% | -8.4% | -6.5% |
| 7D | -2.8% | +1.5% | -4.4% | -3.3% |
| 30D | -31.6% | +21.5% | -53.1% | -36.2% |
| 3M | -52.4% | +20.0% | -72.5% | -55.6% |
| 6M | -51.4% | +119.9% | -171.3% | -63.0% |
| YTD | +32.4% | +102.3% | -69.9% | +2.3% |
| 1Y | +37.5% | +148.0% | -110.5% | +0.4% |
| 3Y | -69.3% | +450.0% | -519.3% | -87.7% |
| All | -69.3% | +440.0% | -509.3% | -87.7% |
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