+3,058.8%
SPY vs FCEL
-99.9%
+3,158.7%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +6.5% | -5.2% | +0.9% |
| 7D | -0.9% | +3.9% | -4.8% | -1.3% |
| 30D | -2.4% | -33.1% | +30.8% | -0.1% |
| 3M | -1.2% | -43.0% | +41.8% | +1.4% |
| 6M | +3.3% | -31.3% | +34.6% | +2.1% |
| YTD | +12.3% | +49.8% | -37.5% | +3.9% |
| 1Y | +12.4% | +48.2% | -35.7% | +3.7% |
| 3Y | +78.8% | -64.6% | +143.4% | +69.6% |
| 5Y | +75.2% | -96.7% | +171.9% | +87.7% |
| 10Y | +311.1% | -99.0% | +410.1% | +276.1% |
| All | +3,058.8% | -99.9% | +3,158.7% | +2,680.3% |
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