+306.8%
SPGI vs FCEL
-99.1%
+405.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +18.8% | -22.0% | -3.7% |
| 7D | -2.5% | +4.0% | -6.5% | -2.7% |
| 30D | +5.4% | -13.1% | +18.5% | +5.6% |
| 3M | +9.0% | +14.6% | -5.5% | +7.4% |
| 6M | +0.8% | +133.7% | -132.9% | -4.1% |
| YTD | -12.6% | +143.0% | -155.5% | -17.2% |
| 1Y | -16.1% | +320.9% | -337.0% | -22.9% |
| 3Y | +19.0% | -58.9% | +77.9% | +15.5% |
| 5Y | +5.1% | -89.7% | +94.7% | +5.0% |
| All | +306.8% | -99.1% | +405.9% | +309.6% |
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