+264.0%
SPOT vs FCEL
-97.6%
+361.6%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.9% | -5.1% | -3.3% |
| 7D | -0.9% | -15.8% | +14.9% | -0.1% |
| 30D | +12.5% | -29.3% | +41.8% | +14.3% |
| 3M | +9.9% | -30.1% | +40.0% | +9.8% |
| 6M | +1.6% | +74.4% | -72.9% | -4.8% |
| YTD | -6.6% | +104.5% | -111.1% | -13.6% |
| 1Y | -22.9% | +281.4% | -304.3% | -32.2% |
| 3Y | +244.3% | -66.1% | +310.4% | +231.5% |
| 5Y | +117.8% | -91.9% | +209.7% | +122.6% |
| All | +264.0% | -97.6% | +361.6% | +304.7% |
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 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