+12,976.8%
SPGI vs FCEL
-99.8%
+13,076.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +11.5% | -12.5% | -1.7% |
| 7D | +0.3% | -11.2% | +11.5% | +0.8% |
| 30D | +18.4% | -45.8% | +64.2% | +22.3% |
| 3M | +15.7% | -51.0% | +66.7% | +19.4% |
| 6M | +17.3% | -22.2% | +39.5% | +14.1% |
| YTD | -4.7% | +36.3% | -41.0% | -12.0% |
| 1Y | +1.8% | +29.0% | -27.2% | -6.0% |
| 3Y | +31.7% | -70.9% | +102.6% | +25.3% |
| 5Y | +12.1% | -96.3% | +108.4% | +18.3% |
| 10Y | +341.9% | -99.1% | +441.0% | +298.2% |
| All | +12,976.8% | -99.8% | +13,076.6% | +11,079.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling