+314.7%
SPY vs FCEL
-99.1%
+413.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.9% | -1.1% | +0.8% |
| 7D | -0.8% | +6.3% | -7.1% | -1.1% |
| 30D | -1.1% | -26.7% | +25.6% | -0.1% |
| 3M | +3.9% | -10.2% | +14.0% | +3.1% |
| 6M | +13.6% | +123.5% | -109.9% | +7.6% |
| YTD | +12.7% | +117.4% | -104.7% | +6.5% |
| 1Y | +17.5% | +146.0% | -128.5% | +9.7% |
| 3Y | +76.9% | -61.9% | +138.8% | +71.4% |
| 5Y | +83.6% | -90.5% | +174.1% | +83.6% |
| All | +314.7% | -99.1% | +413.9% | +330.9% |
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 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