-16.5%
SOUN vs FCEL
-87.7%
+71.1%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | -0.7% |
| 7D | -7.1% | +6.3% | -13.4% | -8.9% |
| 30D | -15.4% | -26.7% | +11.3% | -10.6% |
| 3M | -10.6% | -10.2% | -0.4% | -14.4% |
| 6M | -19.6% | +123.5% | -143.1% | -45.0% |
| YTD | -37.2% | +117.4% | -154.6% | -57.2% |
| 1Y | -57.1% | +146.0% | -203.0% | -72.4% |
| 3Y | +178.2% | -61.9% | +240.1% | +159.6% |
| All | -16.5% | -87.7% | +71.1% | +5.4% |
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 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