+196.3%
SE vs FCEL
-59.7%
+256.0%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +18.8% | -17.7% | +0.3% |
| 7D | +0.6% | +4.0% | -3.4% | +0.3% |
| 30D | -0.1% | -13.1% | +13.0% | +0.3% |
| 3M | +34.1% | +14.6% | +19.6% | +30.9% |
| 6M | +23.2% | +133.7% | -110.5% | +13.7% |
| YTD | -11.2% | +143.0% | -154.1% | -18.5% |
| 1Y | -40.5% | +320.9% | -361.4% | -47.5% |
| 3Y | +196.3% | -58.9% | +255.2% | +213.0% |
| All | +196.3% | -59.7% | +256.0% | +213.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling