+194.9%
SO vs FCEL
-99.1%
+294.0%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.0% | +5.1% | +0.2% |
| 7D | -0.1% | -8.3% | +8.2% | 0.0% |
| 30D | +8.7% | -43.0% | +51.7% | +9.5% |
| 3M | +3.4% | -48.2% | +51.5% | +4.2% |
| 6M | +3.7% | -25.0% | +28.7% | +3.1% |
| YTD | +10.0% | +40.6% | -30.6% | +7.7% |
| 1Y | +6.6% | +36.0% | -29.4% | +4.2% |
| 3Y | +52.5% | -66.7% | +119.2% | +50.4% |
| 5Y | +76.1% | -96.7% | +172.7% | +79.4% |
| 10Y | +194.9% | -99.0% | +293.9% | +172.3% |
| All | +194.9% | -99.1% | +294.0% | +172.3% |
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 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