+187.0%
SLV vs FCEL
-61.1%
+248.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -6.7% | +9.0% | +2.7% |
| 7D | +2.8% | +15.1% | -12.3% | +1.7% |
| 30D | +2.2% | -16.4% | +18.6% | +3.0% |
| 3M | +2.9% | -5.3% | +8.2% | +1.4% |
| 6M | -22.4% | +124.5% | -146.9% | -29.0% |
| YTD | -5.7% | +126.7% | -132.4% | -13.8% |
| 1Y | +63.3% | +219.9% | -156.6% | +45.3% |
| All | +187.0% | -61.1% | +248.1% | +175.1% |
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