+75.1%
SAP vs FCEL
-74.5%
+149.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +11.5% | -15.7% | -4.0% |
| 7D | -0.7% | -11.2% | +10.6% | -0.7% |
| 30D | +11.1% | -45.8% | +56.9% | +10.6% |
| 3M | +17.0% | -51.0% | +68.0% | +16.6% |
| 6M | +34.8% | -22.2% | +57.1% | +33.0% |
| YTD | -2.2% | +36.3% | -38.5% | -5.2% |
| 1Y | -6.4% | +29.0% | -35.5% | -9.3% |
| 3Y | +75.1% | -70.9% | +146.0% | +73.8% |
| All | +75.1% | -74.5% | +149.6% | +73.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling