+122.3%
SLV vs FCEL
-74.5%
+196.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +11.5% | -11.7% | -1.0% |
| 7D | +5.1% | -11.2% | +16.3% | +5.8% |
| 30D | -12.9% | -45.8% | +32.9% | -9.3% |
| 3M | -16.1% | -51.0% | +34.9% | -12.5% |
| 6M | -33.2% | -22.2% | -10.9% | -34.0% |
| YTD | -27.2% | +36.3% | -63.5% | -31.6% |
| 1Y | +7.6% | +29.0% | -21.4% | +1.0% |
| 3Y | +122.3% | -70.9% | +193.2% | +121.2% |
| All | +122.3% | -74.5% | +196.8% | +121.2% |
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