-90.6%
FCEL vs SNY
+9.4%
-100.0%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.9% |
| 7D | +6.3% | -3.3% | +9.6% | +7.1% |
| 30D | -26.7% | -2.2% | -24.5% | -26.3% |
| 3M | -10.2% | -3.0% | -7.1% | -10.3% |
| 6M | +123.5% | +2.7% | +120.8% | +119.5% |
| YTD | +117.4% | -6.8% | +124.2% | +119.9% |
| 1Y | +146.0% | -5.3% | +151.2% | +146.9% |
| 3Y | -61.9% | -9.8% | -52.1% | -61.6% |
| All | -90.6% | +9.4% | -100.0% | -91.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 5y: compounded portfolio wealth divided by compounded SNY 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…
5y analysis · Full analysis span regression · 6 months rolling