-99.9%
FCEL vs SPY
+3,034.0%
-3,133.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.4% | -5.2% | -5.0% |
| 7D | -2.8% | +2.6% | -5.4% | -6.3% |
| 30D | -31.6% | -2.0% | -29.7% | -28.3% |
| 3M | -52.4% | -2.8% | -49.6% | -49.1% |
| 6M | -51.4% | +2.1% | -53.5% | -50.4% |
| YTD | +32.4% | +11.5% | +20.9% | +19.5% |
| 1Y | +37.5% | +13.5% | +24.0% | +21.1% |
| 3Y | -69.3% | +77.7% | -147.0% | -86.2% |
| 5Y | -97.1% | +72.6% | -169.7% | -98.5% |
| 10Y | -99.1% | +308.2% | -407.3% | -99.9% |
| All | -99.9% | +3,034.0% | -3,133.9% | -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