-99.1%
FCEL vs SFM
+280.6%
-379.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -3.9% | -2.8% | -5.8% |
| 7D | +15.1% | -7.2% | +22.2% | +16.8% |
| 30D | -16.4% | -14.3% | -2.1% | -13.6% |
| 3M | -5.3% | -13.7% | +8.5% | -2.3% |
| 6M | +124.5% | -6.0% | +130.5% | +122.3% |
| YTD | +126.7% | -8.2% | +134.9% | +124.5% |
| 1Y | +219.9% | -46.2% | +266.1% | +263.9% |
| 3Y | -61.6% | +83.6% | -145.2% | -72.3% |
| 5Y | -90.5% | +212.7% | -303.2% | -94.5% |
| 10Y | -99.1% | +273.0% | -372.1% | -99.5% |
| All | -99.1% | +280.6% | -379.7% | -99.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 10y: compounded portfolio wealth divided by compounded SFM 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…
10y analysis · Full analysis span regression · 6 months rolling