+252.8%
SPOT vs FCEL
-97.5%
+350.3%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.9% | -1.2% | +0.7% |
| 7D | -3.1% | +6.3% | -9.4% | -3.5% |
| 30D | +7.4% | -26.7% | +34.1% | +8.8% |
| 3M | +8.2% | -10.2% | +18.4% | +6.8% |
| 6M | +2.2% | +123.5% | -121.3% | -5.6% |
| YTD | -9.5% | +117.4% | -126.8% | -16.7% |
| 1Y | -23.8% | +146.0% | -169.8% | -31.2% |
| 3Y | +233.5% | -61.9% | +295.4% | +218.6% |
| 5Y | +112.2% | -90.5% | +202.7% | +115.4% |
| All | +252.8% | -97.5% | +350.3% | +290.4% |
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