-99.8%
FCEL vs SFM
+39.6%
-139.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -1.4% | -3.6% | -4.7% |
| 7D | -8.3% | -6.9% | -1.4% | -6.8% |
| 30D | -43.0% | -25.0% | -18.0% | -39.9% |
| 3M | -48.2% | -42.7% | -5.4% | -41.8% |
| 6M | -25.0% | -41.0% | +16.0% | -17.4% |
| YTD | +40.6% | -38.7% | +79.3% | +50.8% |
| 1Y | +36.0% | -38.1% | +74.1% | +44.9% |
| 3Y | -66.7% | +19.3% | -86.1% | -73.5% |
| 5Y | -96.7% | +103.1% | -199.8% | -97.9% |
| 10Y | -99.0% | +131.1% | -230.1% | -99.5% |
| All | -99.8% | +39.6% | -139.4% | -99.9% |
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 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