+75.4%
SOUN vs FCEL
-68.7%
+144.1%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -5.6% | +2.5% | -2.2% |
| 7D | -15.1% | -2.8% | -12.3% | -14.7% |
| 30D | -23.0% | -31.6% | +8.7% | -18.8% |
| 3M | -53.3% | -52.4% | -0.9% | -48.7% |
| 6M | -58.6% | -51.4% | -7.1% | -57.3% |
| YTD | -65.0% | +32.4% | -97.4% | -71.8% |
| 1Y | -71.4% | +37.5% | -108.9% | -77.4% |
| 3Y | +75.4% | -69.3% | +144.6% | +62.7% |
| All | +75.4% | -68.7% | +144.1% | +62.7% |
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