+281.4%
FCEL vs SPYG
+22.6%
+258.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +2.3% |
| 7D | -15.8% | +0.4% | -16.2% | -16.9% |
| 30D | -29.3% | -0.4% | -28.8% | -28.4% |
| 3M | -30.1% | +0.5% | -30.7% | -29.1% |
| 6M | +74.4% | +17.5% | +57.0% | +33.3% |
| YTD | +104.5% | +14.3% | +90.2% | +64.9% |
| 1Y | +281.4% | +21.7% | +259.7% | +143.4% |
| All | +281.4% | +22.6% | +258.8% | +143.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 1y: compounded portfolio wealth divided by compounded SPYG 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…
1y analysis · Full analysis span regression · 6 months rolling