+120.1%
SPOT vs FCEL
-97.2%
+217.2%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -5.6% | +7.9% | +2.9% |
| 7D | +1.6% | -2.8% | +4.4% | +1.8% |
| 30D | +16.9% | -31.6% | +48.6% | +20.3% |
| 3M | +23.0% | -52.4% | +75.4% | +29.3% |
| 6M | +42.2% | -51.4% | +93.6% | +42.1% |
| YTD | +5.5% | +32.4% | -26.9% | -10.0% |
| 1Y | -5.1% | +37.5% | -42.6% | -20.3% |
| 3Y | +257.9% | -69.3% | +327.2% | +230.6% |
| All | +120.1% | -97.2% | +217.2% | +252.2% |
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