-99.8%
FCEL vs SFM
+46.8%
-146.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.6% | -8.0% | -6.8% |
| 7D | +14.8% | -0.4% | +15.2% | +14.8% |
| 30D | -33.9% | -19.2% | -14.7% | -31.5% |
| 3M | -52.7% | -40.3% | -12.4% | -47.4% |
| 6M | -40.0% | -40.9% | +0.8% | -33.9% |
| YTD | +40.2% | -35.5% | +75.7% | +48.6% |
| 1Y | +32.9% | -37.4% | +70.4% | +41.6% |
| 3Y | -66.8% | +25.5% | -92.3% | -73.9% |
| 5Y | -97.0% | +113.0% | -210.0% | -98.1% |
| 10Y | -99.1% | +136.3% | -235.4% | -99.5% |
| All | -99.8% | +46.8% | -146.6% | -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