-96.7%
FCEL vs SFM
+100.9%
-197.6%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -1.4% | -3.6% | -4.9% |
| 7D | -8.3% | -6.9% | -1.4% | -7.6% |
| 30D | -43.0% | -25.0% | -18.0% | -41.5% |
| 3M | -48.2% | -42.7% | -5.4% | -45.1% |
| 6M | -25.0% | -41.0% | +16.0% | -21.5% |
| YTD | +40.6% | -38.7% | +79.3% | +45.2% |
| 1Y | +36.0% | -38.1% | +74.1% | +39.7% |
| 3Y | -66.7% | +19.3% | -86.1% | -74.1% |
| 5Y | -96.7% | +103.1% | -199.8% | -97.3% |
| All | -96.7% | +100.9% | -197.6% | -97.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling