+704.5%
SLB vs FCEL
-99.8%
+804.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.7% | 0.0% |
| 7D | +0.8% | -15.8% | +16.7% | +2.0% |
| 30D | +15.8% | -29.3% | +45.1% | +18.4% |
| 3M | -0.3% | -30.1% | +29.8% | -0.5% |
| 6M | +21.3% | +74.4% | -53.1% | +10.3% |
| YTD | +52.3% | +104.5% | -52.2% | +35.9% |
| 1Y | +63.6% | +281.4% | -217.8% | +36.1% |
| 3Y | +3.8% | -66.1% | +69.9% | -2.3% |
| 5Y | +128.6% | -91.9% | +220.5% | +130.4% |
| 10Y | -3.1% | -99.2% | +96.2% | -9.2% |
| All | +704.5% | -99.8% | +804.3% | +716.7% |
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