+56.4%
SAP vs FCEL
-91.9%
+148.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.9% | -2.8% | -0.9% |
| 7D | -2.9% | -15.8% | +12.9% | -2.4% |
| 30D | +9.0% | -29.3% | +38.3% | +10.1% |
| 3M | +14.9% | -30.1% | +45.1% | +14.5% |
| 6M | +11.9% | +74.4% | -62.5% | +4.0% |
| YTD | -9.9% | +104.5% | -114.4% | -17.7% |
| 1Y | -19.5% | +281.4% | -300.9% | -30.9% |
| 3Y | +61.8% | -66.1% | +127.9% | +60.3% |
| All | +56.4% | -91.9% | +148.3% | +67.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling