+2,842.5%
SYY vs FCEL
-99.8%
+2,942.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.9% | -3.2% | -1.3% |
| 7D | -2.3% | -15.8% | +13.5% | -1.7% |
| 30D | -4.9% | -29.3% | +24.3% | -3.8% |
| 3M | +8.4% | -30.1% | +38.5% | +8.4% |
| 6M | -7.4% | +74.4% | -81.8% | -11.5% |
| YTD | +11.0% | +104.5% | -93.5% | +5.0% |
| 1Y | -0.2% | +281.4% | -281.6% | -8.8% |
| 3Y | +23.8% | -66.1% | +89.9% | +20.2% |
| 5Y | +18.1% | -91.9% | +110.0% | +18.6% |
| 10Y | +94.6% | -99.2% | +193.8% | +86.5% |
| All | +2,842.5% | -99.8% | +2,942.2% | +2,740.4% |
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