-90.7%
FCEL vs SPYG
+82.6%
-173.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.8% | -5.1% | -4.5% |
| 7D | +6.3% | -1.8% | +8.1% | +9.5% |
| 30D | -18.8% | -1.9% | -16.9% | -16.1% |
| 3M | -3.8% | +5.2% | -9.0% | -8.4% |
| 6M | +121.1% | +15.6% | +105.6% | +85.7% |
| YTD | +113.3% | +12.4% | +100.9% | +87.7% |
| 1Y | +173.5% | +17.5% | +156.1% | +128.2% |
| 3Y | -63.9% | +98.1% | -162.0% | -88.1% |
| 5Y | -90.7% | +84.9% | -175.6% | -96.0% |
| All | -90.7% | +82.6% | -173.3% | -96.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling