+247.9%
SOXX vs FCEL
-90.6%
+338.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.9% | -0.1% | +1.6% |
| 7D | +1.4% | +6.3% | -4.9% | +0.2% |
| 30D | -3.6% | -26.7% | +23.1% | +0.3% |
| 3M | -10.2% | -10.2% | 0.0% | -11.5% |
| 6M | +54.2% | +123.5% | -69.2% | +27.6% |
| YTD | +75.2% | +117.4% | -42.2% | +43.9% |
| 1Y | +107.5% | +146.0% | -38.5% | +62.4% |
| 3Y | +226.8% | -61.9% | +288.7% | +208.5% |
| All | +247.9% | -90.6% | +338.5% | +299.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling