+1.7%
SPGI vs FCEL
+38.4%
-36.6%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +8.6% | -7.9% | +0.9% |
| 7D | -0.9% | +3.0% | -3.9% | -0.7% |
| 30D | +15.5% | -40.0% | +55.5% | +14.2% |
| 3M | +15.7% | -47.0% | +62.7% | +14.3% |
| 6M | +19.1% | -21.0% | +40.1% | +18.0% |
| YTD | -4.1% | +48.0% | -52.1% | -3.9% |
| All | +1.7% | +38.4% | -36.6% | +1.7% |
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