-65.9%
FCEL vs SN
+419.0%
-484.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +3.0% | +2.3% |
| 7D | -15.8% | -9.3% | -6.5% | -13.1% |
| 30D | -29.3% | -4.8% | -24.5% | -28.3% |
| 3M | -30.1% | +40.4% | -70.6% | -37.9% |
| 6M | +74.4% | +50.9% | +23.5% | +50.5% |
| YTD | +104.5% | +54.9% | +49.6% | +75.2% |
| 1Y | +281.4% | +43.0% | +238.3% | +232.6% |
| All | -65.9% | +419.0% | -484.9% | -81.2% |
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