-4.8%
SLB vs FCEL
-99.0%
+94.3%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +18.8% | -19.5% | -1.7% |
| 7D | +0.4% | +4.0% | -3.6% | 0.0% |
| 30D | +13.6% | -13.1% | +26.7% | +14.0% |
| 3M | +1.5% | +14.6% | -13.1% | -1.2% |
| 6M | +23.0% | +133.7% | -110.7% | +13.2% |
| YTD | +51.2% | +143.0% | -91.7% | +38.3% |
| 1Y | +63.5% | +320.9% | -257.4% | +43.1% |
| 3Y | +2.5% | -58.9% | +61.4% | -2.6% |
| 5Y | +139.2% | -89.7% | +228.8% | +137.8% |
| 10Y | -4.8% | -99.1% | +94.3% | +1.6% |
| All | -4.8% | -99.0% | +94.3% | +1.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling