+2,502.1%
SOXX vs FCEL
-100.0%
+2,602.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -5.9% | +3.2% | -2.1% |
| 7D | +3.0% | +6.3% | -3.2% | +2.1% |
| 30D | -3.1% | -18.8% | +15.7% | -1.5% |
| 3M | -4.4% | -3.8% | -0.6% | -6.2% |
| 6M | +52.9% | +121.1% | -68.2% | +33.3% |
| YTD | +72.0% | +113.3% | -41.3% | +49.4% |
| 1Y | +105.1% | +173.5% | -68.4% | +70.0% |
| 3Y | +220.6% | -63.9% | +284.5% | +201.6% |
| 5Y | +244.8% | -90.7% | +335.5% | +257.7% |
| 10Y | +1,537.1% | -99.2% | +1,636.3% | +1,535.9% |
| All | +2,502.1% | -100.0% | +2,602.1% | +2,641.4% |
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