-65.9%
FCEL vs SIMO
+432.2%
-498.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +8.7% | -6.8% | -3.7% |
| 7D | -15.8% | +4.2% | -20.1% | -18.6% |
| 30D | -29.3% | +4.1% | -33.4% | -32.7% |
| 3M | -30.1% | -12.9% | -17.3% | -24.1% |
| 6M | +74.4% | +110.3% | -35.9% | +20.8% |
| YTD | +104.5% | +178.6% | -74.1% | +17.8% |
| 1Y | +281.4% | +220.0% | +61.4% | +103.4% |
| All | -65.9% | +432.2% | -498.1% | -88.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling