-67.5%
FCEL vs SPG
+132.9%
-200.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +2.0% | +6.6% | +7.8% |
| 7D | +3.0% | +5.1% | -2.0% | +1.0% |
| 30D | -40.0% | +16.8% | -56.8% | -44.2% |
| 3M | -47.0% | +5.7% | -52.7% | -48.3% |
| 6M | -21.0% | +17.8% | -38.8% | -28.5% |
| YTD | +48.0% | +30.1% | +17.9% | +24.4% |
| 1Y | +43.9% | +32.8% | +11.1% | +19.3% |
| 3Y | -67.5% | +137.2% | -204.7% | -92.8% |
| All | -67.5% | +132.9% | -200.4% | -92.8% |
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 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