-58.9%
FCEL vs SPG
+112.2%
-171.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | +1.2% | +17.6% | +18.2% |
| 7D | +4.0% | 0.0% | +4.0% | +4.1% |
| 30D | -13.1% | -4.9% | -8.1% | -10.7% |
| 3M | +14.6% | +3.3% | +11.3% | +10.0% |
| 6M | +133.7% | +11.2% | +122.5% | +111.4% |
| YTD | +143.0% | +17.1% | +125.9% | +110.4% |
| 1Y | +320.9% | +21.6% | +299.3% | +250.7% |
| 3Y | -58.9% | +111.9% | -170.8% | -87.5% |
| All | -58.9% | +112.2% | -171.1% | -87.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling