+196.4%
SO vs FCEL
-99.1%
+295.6%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -5.6% | +6.8% | +1.3% |
| 7D | +1.4% | -2.8% | +4.2% | +1.4% |
| 30D | +4.7% | -31.6% | +36.3% | +5.2% |
| 3M | +1.7% | -52.4% | +54.1% | +2.6% |
| 6M | +2.2% | -51.4% | +53.6% | +2.3% |
| YTD | +10.0% | +32.4% | -22.5% | +7.7% |
| 1Y | +6.0% | +37.5% | -31.5% | +3.6% |
| 3Y | +54.1% | -69.3% | +123.4% | +52.2% |
| 5Y | +79.6% | -97.1% | +176.8% | +83.5% |
| All | +196.4% | -99.1% | +295.6% | +173.9% |
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