-48.8%
SE vs FCEL
+32.6%
-81.3%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -6.0% | +10.4% | +4.7% |
| 7D | +6.7% | -14.9% | +21.5% | +7.3% |
| 30D | -17.2% | -41.7% | +24.5% | -15.8% |
| 3M | -28.0% | -53.2% | +25.1% | -26.4% |
| 6M | -6.1% | -19.0% | +12.9% | -8.2% |
| YTD | -37.1% | +44.2% | -81.3% | -42.6% |
| 1Y | -48.8% | +42.4% | -91.2% | -54.3% |
| All | -48.8% | +32.6% | -81.3% | -54.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling