-48.0%
SE vs FCEL
+47.0%
-95.0%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +6.5% | -10.2% | -3.9% |
| 7D | -7.7% | +3.9% | -11.6% | -7.9% |
| 30D | -22.8% | -33.1% | +10.3% | -22.0% |
| 3M | -43.7% | -43.0% | -0.8% | -43.0% |
| 6M | -12.8% | -31.3% | +18.5% | -14.0% |
| YTD | -42.0% | +49.8% | -91.8% | -46.4% |
| 1Y | -48.0% | +48.2% | -96.2% | -52.8% |
| All | -48.0% | +47.0% | -95.0% | -52.8% |
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