+2,435.9%
SAP vs FCEL
-99.9%
+2,535.7%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.0% | +3.4% | -1.2% |
| 7D | +1.5% | -8.3% | +9.8% | +1.9% |
| 30D | +8.8% | -43.0% | +51.8% | +13.1% |
| 3M | +12.1% | -48.2% | +60.2% | +16.3% |
| 6M | +34.6% | -25.0% | +59.5% | +29.7% |
| YTD | -2.1% | +40.6% | -42.7% | -12.8% |
| 1Y | -5.5% | +36.0% | -41.5% | -16.1% |
| 3Y | +67.4% | -66.7% | +134.2% | +53.8% |
| 5Y | +74.6% | -96.7% | +171.2% | +88.9% |
| 10Y | +224.0% | -99.0% | +323.1% | +176.9% |
| All | +2,435.9% | -99.9% | +2,535.7% | +1,698.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling