-99.1%
FCEL vs SIMO
+515.6%
-614.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | +6.2% | +12.6% | +15.5% |
| 7D | +4.0% | +14.6% | -10.6% | -3.4% |
| 30D | -13.1% | +6.2% | -19.3% | -16.4% |
| 3M | +14.6% | +3.6% | +11.0% | +13.0% |
| 6M | +133.7% | +130.8% | +2.9% | +60.9% |
| YTD | +143.0% | +195.8% | -52.8% | +44.5% |
| 1Y | +320.9% | +225.0% | +95.8% | +139.6% |
| 3Y | -58.9% | +452.3% | -511.2% | -82.2% |
| 5Y | -89.7% | +303.6% | -393.2% | -95.2% |
| 10Y | -99.1% | +528.8% | -627.8% | -99.7% |
| All | -99.1% | +515.6% | -614.7% | -99.7% |
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