+1,507.7%
SRE vs FCEL
-99.9%
+1,607.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.9% | -2.5% | -0.7% |
| 7D | -0.3% | -15.8% | +15.5% | +0.3% |
| 30D | -0.7% | -29.3% | +28.5% | +0.4% |
| 3M | -6.3% | -30.1% | +23.8% | -6.3% |
| 6M | -10.7% | +74.4% | -85.1% | -14.8% |
| YTD | -3.5% | +104.5% | -108.0% | -8.9% |
| 1Y | +5.3% | +281.4% | -276.1% | -4.1% |
| 3Y | +31.8% | -66.1% | +97.9% | +28.0% |
| 5Y | +47.4% | -91.9% | +139.2% | +47.7% |
| 10Y | +120.6% | -99.2% | +219.8% | +111.6% |
| All | +1,507.7% | -99.9% | +1,607.6% | +1,313.2% |
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