-44.2%
SE vs FCEL
+197.5%
-241.7%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.9% | +5.0% | -0.7% |
| 7D | -4.8% | +6.3% | -11.1% | -5.1% |
| 30D | -18.1% | -18.8% | +0.7% | -17.6% |
| 3M | +30.6% | -3.8% | +34.5% | +27.5% |
| 6M | +20.8% | +121.1% | -100.4% | +7.7% |
| YTD | -15.6% | +113.3% | -128.9% | -24.8% |
| 1Y | -44.2% | +173.5% | -217.7% | -51.6% |
| All | -44.2% | +197.5% | -241.7% | -51.6% |
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