-99.1%
FCEL vs SPYG
+424.6%
-523.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.1% | +0.6% |
| 7D | +6.3% | -0.9% | +7.2% | +7.8% |
| 30D | -26.7% | -1.5% | -25.2% | -24.9% |
| 3M | -10.2% | +3.7% | -13.9% | -12.6% |
| 6M | +123.5% | +16.4% | +107.1% | +86.2% |
| YTD | +117.4% | +13.3% | +104.0% | +89.5% |
| 1Y | +146.0% | +17.9% | +128.1% | +104.5% |
| 3Y | -61.9% | +98.3% | -160.2% | -86.5% |
| 5Y | -90.5% | +86.4% | -176.9% | -95.9% |
| All | -99.1% | +424.6% | -523.7% | -99.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling