-99.9%
FCEL vs SPY
+3,015.5%
-3,115.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.4% | -4.6% | -4.4% |
| 7D | -8.3% | -0.6% | -7.7% | -6.7% |
| 30D | -43.0% | -3.7% | -39.3% | -38.6% |
| 3M | -48.2% | -2.7% | -45.4% | -44.7% |
| 6M | -25.0% | +2.2% | -27.1% | -23.4% |
| YTD | +40.6% | +10.8% | +29.8% | +27.9% |
| 1Y | +36.0% | +11.2% | +24.7% | +23.4% |
| 3Y | -66.7% | +76.5% | -143.2% | -84.9% |
| 5Y | -96.7% | +72.9% | -169.6% | -98.3% |
| 10Y | -99.0% | +304.8% | -403.9% | -99.8% |
| All | -99.9% | +3,015.5% | -3,115.4% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling