+568.6%
SE vs FCEL
-97.8%
+666.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -6.7% | +2.6% | -3.4% |
| 7D | -3.6% | +15.1% | -18.7% | -5.1% |
| 30D | -5.3% | -16.4% | +11.1% | -4.2% |
| 3M | +28.1% | -5.3% | +33.4% | +24.5% |
| 6M | +20.7% | +124.5% | -103.9% | +3.4% |
| YTD | -14.8% | +126.7% | -141.5% | -27.6% |
| 1Y | -43.6% | +219.9% | -263.5% | -54.7% |
| 3Y | +184.2% | -61.6% | +245.9% | +160.1% |
| 5Y | -66.3% | -90.5% | +24.2% | -64.6% |
| All | +568.6% | -97.8% | +666.4% | +733.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling