-10.1%
SOUN vs FCEL
-88.4%
+78.3%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | -0.4% |
| 7D | -5.2% | -15.8% | +10.6% | -1.9% |
| 30D | +4.8% | -29.3% | +34.1% | +12.0% |
| 3M | -15.9% | -30.1% | +14.3% | -14.9% |
| 6M | -17.4% | +74.4% | -91.8% | -39.4% |
| YTD | -32.4% | +104.5% | -136.9% | -53.0% |
| 1Y | -49.3% | +281.4% | -330.7% | -71.2% |
| 3Y | +167.5% | -66.1% | +233.6% | +160.5% |
| All | -10.1% | -88.4% | +78.3% | +15.7% |
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 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