-99.1%
FCEL vs SPG
+113.9%
-213.1%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.3% | -5.3% | -5.4% |
| 7D | -2.8% | +2.0% | -4.8% | -3.9% |
| 30D | -31.6% | +17.2% | -48.9% | -38.2% |
| 3M | -52.4% | +6.3% | -58.7% | -54.2% |
| 6M | -51.4% | +18.7% | -70.1% | -56.8% |
| YTD | +32.4% | +30.1% | +2.3% | +9.8% |
| 1Y | +37.5% | +32.8% | +4.7% | +12.6% |
| 3Y | -69.3% | +133.6% | -202.8% | -82.6% |
| 5Y | -97.1% | +84.4% | -181.5% | -98.1% |
| All | -99.1% | +113.9% | -213.1% | -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