+236.5%
SLV vs FCEL
-100.0%
+336.5%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -13.6% |
| 3M | -21.8% | -48.2% | +26.4% | -20.3% |
| 6M | -36.3% | -25.0% | -11.4% | -36.6% |
| YTD | -27.8% | +40.6% | -68.5% | -29.9% |
| 1Y | +1.5% | +36.0% | -34.5% | -1.5% |
| 3Y | +128.5% | -66.7% | +195.2% | +124.6% |
| 5Y | +103.2% | -96.7% | +199.9% | +108.5% |
| 10Y | +164.7% | -99.0% | +263.7% | +163.5% |
| All | +236.5% | -100.0% | +336.5% | +320.3% |
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