+179.0%
SAP vs FCEL
-99.1%
+278.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -6.7% | +5.6% | -0.9% |
| 7D | -0.3% | +15.1% | -15.3% | -0.8% |
| 30D | +0.3% | -16.4% | +16.7% | +0.6% |
| 3M | +16.9% | -5.3% | +22.2% | +15.6% |
| 6M | +6.3% | +124.5% | -118.2% | +0.4% |
| YTD | -12.4% | +126.7% | -139.1% | -17.7% |
| 1Y | -21.6% | +219.9% | -241.5% | -27.9% |
| 3Y | +54.8% | -61.6% | +116.4% | +49.6% |
| 5Y | +56.2% | -90.5% | +146.7% | +56.3% |
| 10Y | +179.0% | -99.1% | +278.2% | +187.2% |
| All | +179.0% | -99.1% | +278.2% | +187.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FCEL.
Daily Out/Under-Performance
Portfolio return minus FCEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCEL 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 FCEL 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