-100.0%
FCEL vs SPYG
+561.6%
-661.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | -0.5% | +19.3% | +19.5% |
| 7D | +4.0% | +1.2% | +2.8% | +2.0% |
| 30D | -13.1% | -1.6% | -11.5% | -11.2% |
| 3M | +14.6% | +3.4% | +11.2% | +12.7% |
| 6M | +133.7% | +18.9% | +114.8% | +92.3% |
| YTD | +143.0% | +13.8% | +129.2% | +113.6% |
| 1Y | +320.9% | +20.6% | +300.3% | +246.6% |
| 3Y | -58.9% | +100.5% | -159.4% | -83.8% |
| 5Y | -89.7% | +84.6% | -174.3% | -94.9% |
| 10Y | -99.1% | +410.8% | -509.9% | -99.9% |
| All | -100.0% | +561.6% | -661.6% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling