-99.1%
FCEL vs SPG
+59.6%
-158.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -2.4% | -4.3% | -5.2% |
| 7D | +15.1% | -1.7% | +16.7% | +16.4% |
| 30D | -16.4% | -6.3% | -10.2% | -13.0% |
| 3M | -5.3% | -2.4% | -2.8% | -5.0% |
| 6M | +124.5% | +9.6% | +114.9% | +108.4% |
| YTD | +126.7% | +14.2% | +112.5% | +104.2% |
| 1Y | +219.9% | +19.3% | +200.6% | +178.8% |
| 3Y | -61.6% | +106.7% | -168.4% | -76.4% |
| 5Y | -90.5% | +104.2% | -194.7% | -93.9% |
| 10Y | -99.1% | +63.7% | -162.8% | -99.3% |
| All | -99.1% | +59.6% | -158.7% | -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