+828.4%
SPYM vs FCEL
-100.0%
+928.4%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.9% | -2.3% | -0.5% |
| 7D | +0.1% | -15.8% | +15.9% | +1.0% |
| 30D | +0.1% | -29.3% | +29.3% | +1.8% |
| 3M | +2.0% | -30.1% | +32.2% | +2.3% |
| 6M | +13.1% | +74.4% | -61.4% | +5.9% |
| YTD | +13.6% | +104.5% | -90.9% | +4.9% |
| 1Y | +20.1% | +281.4% | -261.3% | +5.4% |
| 3Y | +77.6% | -66.1% | +143.7% | +70.7% |
| 5Y | +82.5% | -91.9% | +174.4% | +84.5% |
| 10Y | +317.6% | -99.2% | +416.8% | +322.8% |
| All | +828.4% | -100.0% | +928.4% | +852.5% |
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