-50.5%
SE vs FCEL
+31.5%
-81.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.0% | +3.5% | -1.3% |
| 7D | 0.0% | -8.3% | +8.3% | +0.3% |
| 30D | -19.4% | -43.0% | +23.6% | -18.0% |
| 3M | -33.1% | -48.2% | +15.1% | -31.9% |
| 6M | -11.4% | -25.0% | +13.5% | -13.0% |
| YTD | -39.8% | +40.6% | -80.4% | -44.7% |
| 1Y | -50.5% | +36.0% | -86.4% | -55.3% |
| All | -50.5% | +31.5% | -81.9% | -55.3% |
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