+589.4%
SE vs FCEL
-98.1%
+687.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.9% | -2.8% | -1.1% |
| 7D | -6.1% | -15.8% | +9.7% | -4.6% |
| 30D | -2.5% | -29.3% | +26.8% | +0.5% |
| 3M | +21.7% | -30.1% | +51.9% | +21.9% |
| 6M | +27.0% | +74.4% | -47.4% | +11.9% |
| YTD | -12.1% | +104.5% | -116.6% | -24.5% |
| 1Y | -40.9% | +281.4% | -322.3% | -53.6% |
| 3Y | +191.0% | -66.1% | +257.1% | +170.1% |
| 5Y | -68.3% | -91.9% | +23.6% | -66.2% |
| All | +589.4% | -98.1% | +687.4% | +769.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling