-58.9%
FCEL vs SFM
+96.9%
-155.8%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | -6.5% | +25.3% | +19.0% |
| 7D | +4.0% | -5.8% | +9.8% | +4.2% |
| 30D | -13.1% | -11.4% | -1.7% | -12.7% |
| 3M | +14.6% | -12.2% | +26.8% | +14.7% |
| 6M | +133.7% | -5.2% | +138.8% | +132.9% |
| YTD | +143.0% | -4.5% | +147.4% | +141.2% |
| 1Y | +320.9% | -45.4% | +366.2% | +350.3% |
| 3Y | -58.9% | +91.1% | -150.0% | -79.0% |
| All | -58.9% | +96.9% | -155.8% | -79.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling