+1,434.4%
SRE vs FCEL
-99.9%
+1,534.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -5.6% | +6.3% | +0.9% |
| 7D | +1.8% | -2.8% | +4.6% | +1.8% |
| 30D | -3.0% | -31.6% | +28.7% | -1.7% |
| 3M | -7.3% | -52.4% | +45.2% | -5.1% |
| 6M | -11.9% | -51.4% | +39.5% | -11.3% |
| YTD | -7.9% | +32.4% | -40.3% | -12.0% |
| 1Y | -11.1% | +37.5% | -48.6% | -15.4% |
| 3Y | +24.8% | -69.3% | +94.1% | +21.2% |
| 5Y | +52.4% | -97.1% | +149.5% | +59.6% |
| 10Y | +127.9% | -99.1% | +227.0% | +114.9% |
| All | +1,434.4% | -99.9% | +1,534.4% | +1,265.7% |
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