+16.5%
SNPS vs FCEL
-90.2%
+106.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +18.8% | -19.3% | -2.1% |
| 7D | -5.5% | +4.0% | -9.5% | -6.1% |
| 30D | -5.8% | -13.1% | +7.3% | -5.0% |
| 3M | -17.2% | +14.6% | -31.8% | -20.8% |
| 6M | -10.4% | +133.7% | -144.1% | -22.5% |
| YTD | -16.5% | +143.0% | -159.5% | -28.7% |
| 1Y | -35.6% | +320.9% | -356.5% | -49.3% |
| 3Y | -14.6% | -58.9% | +44.3% | -18.9% |
| 5Y | +16.5% | -89.7% | +106.1% | +31.2% |
| All | +16.5% | -90.2% | +106.6% | +31.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling