+164.7%
SLV vs FCEL
-99.1%
+263.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -5.0% | +1.5% | -3.3% |
| 7D | +3.7% | -8.3% | +12.0% | +3.9% |
| 30D | -15.2% | -43.0% | +27.8% | -13.7% |
| 3M | -21.8% | -48.2% | +26.4% | -20.4% |
| 6M | -36.3% | -25.0% | -11.4% | -36.5% |
| YTD | -27.8% | +40.6% | -68.5% | -29.6% |
| 1Y | +1.5% | +36.0% | -34.5% | -1.1% |
| 3Y | +128.5% | -66.7% | +195.2% | +124.9% |
| 5Y | +103.2% | -96.7% | +199.9% | +106.0% |
| 10Y | +164.7% | -99.0% | +263.7% | +158.5% |
| All | +164.7% | -99.1% | +263.8% | +158.5% |
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