+2,475.8%
SAP vs FCEL
-99.9%
+2,575.7%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +8.6% | -6.9% | +1.0% |
| 7D | +1.6% | +3.0% | -1.4% | +1.1% |
| 30D | +10.5% | -40.0% | +50.5% | +14.4% |
| 3M | +15.2% | -47.0% | +62.2% | +19.3% |
| 6M | +36.7% | -21.0% | +57.7% | +31.2% |
| YTD | -0.6% | +48.0% | -48.6% | -11.8% |
| 1Y | -4.1% | +43.9% | -48.0% | -15.2% |
| 3Y | +73.2% | -67.5% | +140.8% | +59.6% |
| 5Y | +74.1% | -96.7% | +170.8% | +88.6% |
| 10Y | +222.9% | -99.0% | +321.9% | +176.2% |
| All | +2,475.8% | -99.9% | +2,575.7% | +1,719.0% |
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