-83.5%
FCEL vs SN
+681.9%
-765.4%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +2.9% | +5.7% | +7.8% |
| 7D | +3.0% | +7.6% | -4.6% | +1.0% |
| 30D | -40.0% | +24.1% | -64.1% | -43.6% |
| 3M | -47.0% | +23.7% | -70.8% | -50.3% |
| 6M | -21.0% | +105.5% | -126.5% | -35.5% |
| YTD | +48.0% | +105.1% | -57.1% | +20.5% |
| 1Y | +43.9% | +148.3% | -104.4% | +12.7% |
| 3Y | -67.5% | +438.7% | -506.2% | -78.3% |
| All | -83.5% | +681.9% | -765.4% | -88.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling