-99.8%
FCEL vs SPG
+5,256.9%
-5,356.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.9% | +2.5% |
| 7D | -15.8% | -2.4% | -13.4% | -14.5% |
| 30D | -29.3% | -6.8% | -22.4% | -26.2% |
| 3M | -30.1% | +2.7% | -32.8% | -32.2% |
| 6M | +74.4% | +5.5% | +69.0% | +66.0% |
| YTD | +104.5% | +15.7% | +88.8% | +82.9% |
| 1Y | +281.4% | +20.9% | +260.5% | +230.1% |
| 3Y | -66.1% | +112.4% | -178.5% | -79.2% |
| 5Y | -91.9% | +101.4% | -193.2% | -94.7% |
| 10Y | -99.2% | +60.6% | -159.9% | -99.5% |
| All | -99.8% | +5,256.9% | -5,356.7% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling