+175.8%
SLV vs FCEL
-99.1%
+274.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -5.6% | +3.4% | -2.0% |
| 7D | -5.8% | -2.8% | -3.0% | -5.8% |
| 30D | -12.1% | -31.6% | +19.5% | -11.1% |
| 3M | -24.1% | -52.4% | +28.3% | -22.6% |
| 6M | -44.4% | -51.4% | +7.0% | -43.8% |
| YTD | -31.5% | +32.4% | -63.9% | -33.1% |
| 1Y | -6.9% | +37.5% | -44.4% | -9.3% |
| 3Y | +116.0% | -69.3% | +185.3% | +113.1% |
| 5Y | +88.4% | -97.1% | +185.6% | +91.7% |
| All | +175.8% | -99.1% | +274.9% | +178.6% |
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