+48.2%
FCEL vs SPG
+33.6%
+14.6%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +0.1% | +6.4% | +6.6% |
| 7D | +3.9% | +2.7% | +1.2% | +4.7% |
| 30D | -33.1% | +16.6% | -49.7% | -28.9% |
| 3M | -43.0% | +8.1% | -51.0% | -41.4% |
| 6M | -31.3% | +19.3% | -50.6% | -30.0% |
| YTD | +49.8% | +31.1% | +18.7% | +52.4% |
| 1Y | +48.2% | +32.8% | +15.4% | +51.8% |
| All | +48.2% | +33.6% | +14.6% | +51.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling