-69.3%
FCEL vs SIMO
+221.6%
-290.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -5.6% | 0.0% | -1.8% |
| 7D | -2.8% | +4.1% | -6.9% | -5.1% |
| 30D | -31.6% | -24.0% | -7.7% | -17.9% |
| 3M | -52.4% | -31.8% | -20.6% | -39.9% |
| 6M | -51.4% | -36.9% | -14.5% | -34.4% |
| YTD | +32.4% | +84.8% | -52.4% | +0.4% |
| 1Y | +37.5% | +99.0% | -61.5% | -0.5% |
| 3Y | -69.3% | +217.9% | -287.2% | -85.6% |
| All | -69.3% | +221.6% | -290.9% | -85.6% |
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 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