-12.5%
SPGI vs FCEL
+269.1%
-281.6%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.9% | -3.5% | -1.5% |
| 7D | +0.1% | -15.8% | +16.0% | -0.2% |
| 30D | +8.4% | -29.3% | +37.7% | +7.6% |
| 3M | +11.8% | -30.1% | +42.0% | +11.0% |
| 6M | +5.7% | +74.4% | -68.7% | +6.0% |
| YTD | -9.7% | +104.5% | -114.2% | -8.9% |
| 1Y | -12.5% | +281.4% | -293.8% | -13.3% |
| All | -12.5% | +269.1% | -281.6% | -13.3% |
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