+334.3%
SPGI vs FCEL
-98.9%
+433.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +8.6% | -7.9% | +0.5% |
| 7D | -0.9% | +3.0% | -3.9% | -1.0% |
| 30D | +15.5% | -40.0% | +55.5% | +17.0% |
| 3M | +15.7% | -47.0% | +62.7% | +17.2% |
| 6M | +19.1% | -21.0% | +40.1% | +17.3% |
| YTD | -4.1% | +48.0% | -52.1% | -8.2% |
| 1Y | +1.2% | +43.9% | -42.7% | -3.3% |
| 3Y | +31.6% | -67.5% | +99.1% | +28.1% |
| 5Y | +12.4% | -96.7% | +109.1% | +15.7% |
| 10Y | +334.3% | -99.0% | +433.3% | +328.5% |
| All | +334.3% | -98.9% | +433.2% | +328.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling