+333.1%
SLV vs FCEL
-100.0%
+433.1%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.9% | -3.1% | -1.3% |
| 7D | -0.3% | -15.8% | +15.5% | +0.2% |
| 30D | +6.7% | -29.3% | +36.0% | +7.8% |
| 3M | -10.7% | -30.1% | +19.5% | -10.4% |
| 6M | -20.6% | +74.4% | -95.0% | -23.2% |
| YTD | -7.1% | +104.5% | -111.7% | -10.7% |
| 1Y | +62.0% | +281.4% | -219.4% | +52.1% |
| 3Y | +169.8% | -66.1% | +235.9% | +164.6% |
| 5Y | +161.5% | -91.9% | +253.3% | +161.7% |
| 10Y | +224.4% | -99.2% | +323.6% | +226.2% |
| All | +333.1% | -100.0% | +433.1% | +435.6% |
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 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