+110.6%
SPOT vs FCEL
-91.3%
+201.9%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.9% | +5.7% | +0.4% |
| 7D | -6.9% | +6.3% | -13.1% | -7.7% |
| 30D | +4.1% | -18.8% | +22.9% | +5.5% |
| 3M | +3.7% | -3.8% | +7.5% | -0.4% |
| 6M | -1.6% | +121.1% | -122.7% | -18.0% |
| YTD | -10.2% | +113.3% | -123.4% | -25.7% |
| 1Y | -25.9% | +173.5% | -199.4% | -42.9% |
| 3Y | +235.6% | -63.9% | +299.5% | +222.1% |
| 5Y | +110.6% | -90.7% | +201.3% | +162.9% |
| All | +110.6% | -91.3% | +201.9% | +162.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling