-99.1%
FCEL vs SPY
+312.5%
-411.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.5% | -6.2% | -5.8% |
| 7D | +15.1% | -0.4% | +15.4% | +15.7% |
| 30D | -16.4% | -1.4% | -15.1% | -14.3% |
| 3M | -5.3% | +3.7% | -9.0% | -9.5% |
| 6M | +124.5% | +13.0% | +111.5% | +87.1% |
| YTD | +126.7% | +12.4% | +114.3% | +91.9% |
| 1Y | +219.9% | +18.5% | +201.4% | +151.1% |
| 3Y | -61.6% | +77.6% | -139.3% | -85.6% |
| 5Y | -90.5% | +81.7% | -172.2% | -96.2% |
| 10Y | -99.1% | +319.7% | -418.8% | -99.9% |
| All | -99.1% | +312.5% | -411.6% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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