+489.2%
SPCX vs FCEL
-28.3%
+517.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.6% | +5.0% | +10.3% |
| 7D | +3.6% | -2.8% | +6.4% | +3.6% |
| 30D | -8.6% | -31.6% | +23.1% | +56.0% |
| 3M | -1.5% | -52.4% | +50.9% | +98.3% |
| 6M | +532.9% | +45.1% | +487.8% | -40.2% |
| YTD | +538.6% | +32.4% | +506.1% | -39.7% |
| 1Y | +442.9% | +37.5% | +405.4% | -48.7% |
| All | +489.2% | -28.3% | +517.5% | -43.8% |
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