+2,754.2%
SYY vs FCEL
-99.8%
+2,854.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -5.6% | +6.7% | +1.3% |
| 7D | +0.3% | -2.8% | +3.1% | +0.4% |
| 30D | -4.8% | -31.6% | +26.9% | -3.6% |
| 3M | -7.1% | -52.4% | +45.3% | -5.0% |
| 6M | +6.8% | -51.4% | +58.2% | +7.3% |
| YTD | +7.7% | +32.4% | -24.8% | +3.0% |
| 1Y | +5.7% | +37.5% | -31.8% | +0.7% |
| 3Y | +24.6% | -69.3% | +93.8% | +20.9% |
| 5Y | +15.6% | -97.1% | +112.8% | +20.8% |
| 10Y | +87.9% | -99.1% | +187.1% | +78.6% |
| All | +2,754.2% | -99.8% | +2,854.1% | +2,686.3% |
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