+4,112.3%
SO vs FCEL
-99.8%
+4,212.0%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.7% | -0.8% |
| 7D | -0.2% | -15.8% | +15.7% | +0.2% |
| 30D | -4.6% | -29.3% | +24.7% | -4.0% |
| 3M | -3.0% | -30.1% | +27.1% | -3.0% |
| 6M | -8.3% | +74.4% | -82.7% | -10.7% |
| YTD | +3.5% | +104.5% | -101.0% | +0.2% |
| 1Y | -0.9% | +281.4% | -282.3% | -6.0% |
| 3Y | +45.4% | -66.1% | +111.4% | +43.0% |
| 5Y | +59.6% | -91.9% | +151.5% | +59.8% |
| 10Y | +156.6% | -99.2% | +255.8% | +146.5% |
| All | +4,112.3% | -99.8% | +4,212.0% | +3,834.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling