+45.3%
SO vs FCEL
-59.7%
+105.0%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +18.8% | -17.8% | +1.0% |
| 7D | +1.0% | +4.0% | -3.0% | +1.0% |
| 30D | -3.2% | -13.1% | +9.9% | -3.2% |
| 3M | -1.7% | +14.6% | -16.3% | -2.1% |
| 6M | -7.2% | +133.7% | -140.9% | -8.2% |
| YTD | +4.6% | +143.0% | -138.4% | +3.3% |
| 1Y | +1.2% | +320.9% | -319.6% | -0.6% |
| 3Y | +45.3% | -58.9% | +104.2% | +47.2% |
| All | +45.3% | -59.7% | +105.0% | +47.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling