+162.0%
SO vs FCEL
-99.1%
+261.1%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.7% | +6.0% | -0.6% |
| 7D | 0.0% | +15.1% | -15.0% | -0.2% |
| 30D | -2.5% | -16.4% | +14.0% | -2.3% |
| 3M | -4.2% | -5.3% | +1.1% | -4.6% |
| 6M | -7.7% | +124.5% | -132.2% | -10.0% |
| YTD | +3.8% | +126.7% | -122.9% | +1.0% |
| 1Y | +0.1% | +219.9% | -219.8% | -3.7% |
| 3Y | +44.2% | -61.6% | +105.8% | +42.3% |
| 5Y | +57.9% | -90.5% | +148.4% | +57.8% |
| 10Y | +162.0% | -99.1% | +261.1% | +143.1% |
| All | +162.0% | -99.1% | +261.1% | +143.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling