-99.8%
FCEL vs SPY
+3,091.8%
-3,191.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.5% |
| 7D | -15.8% | +0.1% | -15.9% | -16.1% |
| 30D | -29.3% | +0.1% | -29.3% | -29.3% |
| 3M | -30.1% | +2.0% | -32.1% | -30.4% |
| 6M | +74.4% | +13.0% | +61.4% | +49.9% |
| YTD | +104.5% | +13.5% | +91.0% | +75.4% |
| 1Y | +281.4% | +20.0% | +261.4% | +205.9% |
| 3Y | -66.1% | +77.2% | -143.3% | -85.0% |
| 5Y | -91.9% | +81.9% | -173.7% | -96.1% |
| 10Y | -99.2% | +314.1% | -413.3% | -99.9% |
| All | -99.8% | +3,091.8% | -3,191.6% | -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