+2.9%
SPGI vs FCEL
+32.6%
-29.7%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -6.0% | +9.3% | +3.2% |
| 7D | +7.2% | -14.9% | +22.1% | +6.8% |
| 30D | +23.2% | -41.7% | +64.9% | +21.8% |
| 3M | +17.0% | -53.2% | +70.2% | +15.3% |
| 6M | +20.4% | -19.0% | +39.5% | +19.2% |
| YTD | -1.9% | +44.2% | -46.1% | -2.1% |
| 1Y | +2.9% | +42.4% | -39.5% | +2.5% |
| All | +2.9% | +32.6% | -29.7% | +2.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling