-16.6%
SLB vs FCEL
-98.9%
+82.4%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +8.6% | -7.7% | +0.5% |
| 7D | -3.7% | +3.0% | -6.7% | -3.9% |
| 30D | +2.9% | -40.0% | +42.9% | +5.4% |
| 3M | +0.2% | -47.0% | +47.3% | +2.7% |
| 6M | -4.4% | -21.0% | +16.6% | -6.5% |
| YTD | +33.4% | +48.0% | -14.6% | +24.5% |
| 1Y | +40.8% | +43.9% | -3.1% | +31.1% |
| 3Y | +3.2% | -67.5% | +70.7% | -1.1% |
| 5Y | +64.8% | -96.7% | +161.5% | +73.7% |
| 10Y | -16.6% | -99.0% | +82.5% | -11.0% |
| All | -16.6% | -98.9% | +82.4% | -11.0% |
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 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