+598.3%
SLB vs FCEL
-99.8%
+698.2%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +11.5% | -11.0% | -0.3% |
| 7D | -7.1% | -11.2% | +4.1% | -6.4% |
| 30D | +4.1% | -45.8% | +49.9% | +8.6% |
| 3M | -2.6% | -51.0% | +48.3% | +1.5% |
| 6M | -8.6% | -22.2% | +13.7% | -11.3% |
| YTD | +32.2% | +36.3% | -4.0% | +20.6% |
| 1Y | +40.7% | +29.0% | +11.6% | +28.1% |
| 3Y | -4.5% | -70.9% | +66.4% | -9.5% |
| 5Y | +66.4% | -96.3% | +162.7% | +78.0% |
| 10Y | -15.1% | -99.1% | +84.0% | -23.0% |
| All | +598.3% | -99.8% | +698.2% | +624.9% |
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