-99.7%
FCEL vs SFM
+132.6%
-232.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.9% | -1.0% | +1.2% |
| 7D | -15.8% | -0.1% | -15.7% | -15.7% |
| 30D | -29.3% | -4.4% | -24.9% | -28.5% |
| 3M | -30.1% | +1.5% | -31.7% | -30.8% |
| 6M | +74.4% | +6.5% | +68.0% | +67.6% |
| YTD | +104.5% | +2.2% | +102.3% | +97.7% |
| 1Y | +281.4% | -41.9% | +323.3% | +327.5% |
| 3Y | -66.1% | +106.8% | -172.9% | -75.9% |
| 5Y | -91.9% | +231.6% | -323.4% | -95.3% |
| 10Y | -99.2% | +258.4% | -357.6% | -99.6% |
| All | -99.7% | +132.6% | -232.3% | -99.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling