+190.7%
FCEL vs SFM
-46.3%
+237.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -3.9% | -2.8% | -6.7% |
| 7D | +15.1% | -7.2% | +22.2% | +14.8% |
| 30D | -16.4% | -14.3% | -2.1% | -16.6% |
| 3M | -5.3% | -13.7% | +8.5% | -5.9% |
| 6M | +124.5% | -6.0% | +130.5% | +123.4% |
| YTD | +126.7% | -8.2% | +134.9% | +125.7% |
| All | +190.7% | -46.3% | +237.0% | +350.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling