-99.1%
FCEL vs SIMO
+423.7%
-522.8%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -2.3% | -4.1% | -5.1% |
| 7D | +14.8% | +14.9% | -0.1% | +6.7% |
| 30D | -33.9% | -27.0% | -6.9% | -21.0% |
| 3M | -52.7% | -25.4% | -27.3% | -45.0% |
| 6M | -40.0% | -30.3% | -9.8% | -25.7% |
| YTD | +40.2% | +95.8% | -55.6% | +4.0% |
| 1Y | +32.9% | +100.0% | -67.1% | -2.7% |
| 3Y | -66.8% | +238.3% | -305.1% | -81.4% |
| 5Y | -97.0% | +187.6% | -284.5% | -98.3% |
| All | -99.1% | +423.7% | -522.8% | -99.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 10y: compounded portfolio wealth divided by compounded SIMO 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…
10y analysis · Full analysis span regression · 6 months rolling