-58.9%
FCEL vs SPY
+78.7%
-137.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | -0.5% | +19.3% | +19.8% |
| 7D | +4.0% | +0.5% | +3.4% | +2.5% |
| 30D | -13.1% | -0.9% | -12.1% | -11.6% |
| 3M | +14.6% | +3.9% | +10.7% | +8.7% |
| 6M | +133.7% | +14.5% | +119.2% | +93.0% |
| YTD | +143.0% | +12.9% | +130.0% | +106.5% |
| 1Y | +320.9% | +19.4% | +301.5% | +236.4% |
| 3Y | -58.9% | +78.5% | -137.3% | -86.6% |
| All | -58.9% | +78.7% | -137.6% | -86.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling