-99.0%
FCEL vs SPG
+116.4%
-215.4%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +0.1% | +6.4% | +6.4% |
| 7D | +3.9% | +2.7% | +1.2% | +2.4% |
| 30D | -33.1% | +16.6% | -49.7% | -39.3% |
| 3M | -43.0% | +8.1% | -51.0% | -45.7% |
| 6M | -31.3% | +19.3% | -50.6% | -39.3% |
| YTD | +49.8% | +31.1% | +18.7% | +23.6% |
| 1Y | +48.2% | +32.8% | +15.4% | +21.3% |
| 3Y | -64.6% | +135.8% | -200.4% | -80.1% |
| 5Y | -96.7% | +85.1% | -181.8% | -97.8% |
| 10Y | -99.0% | +115.9% | -215.0% | -99.3% |
| All | -99.0% | +116.4% | -215.4% | -99.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 10y: compounded portfolio wealth divided by compounded SPG 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…
10y analysis · Full analysis span regression · 6 months rolling