-60.3%
FCEL vs SPYG
+98.4%
-158.7%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.4% | -6.3% | -6.2% |
| 7D | +15.1% | +0.3% | +14.7% | +14.4% |
| 30D | -16.4% | -1.7% | -14.8% | -14.4% |
| 3M | -5.3% | +3.6% | -8.9% | -7.4% |
| 6M | +124.5% | +16.6% | +107.9% | +95.0% |
| YTD | +126.7% | +13.4% | +113.3% | +103.7% |
| 1Y | +219.9% | +19.6% | +200.3% | +176.1% |
| All | -60.3% | +98.4% | -158.7% | -83.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling