+2.1%
SLB vs FCEL
-64.7%
+66.8%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.7% | +0.1% |
| 7D | +0.8% | -15.8% | +16.7% | +1.3% |
| 30D | +15.8% | -29.3% | +45.1% | +16.9% |
| 3M | -0.3% | -30.1% | +29.8% | -0.5% |
| 6M | +21.3% | +74.4% | -53.1% | +14.6% |
| YTD | +52.3% | +104.5% | -52.2% | +42.3% |
| 1Y | +63.6% | +281.4% | -217.8% | +47.2% |
| All | +2.1% | -64.7% | +66.8% | -4.0% |
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