-100.0%
FCEL vs SIMO
+2,211.6%
-2,311.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +5.7% | +3.0% | +6.4% |
| 7D | +3.0% | -8.2% | +11.2% | +7.1% |
| 30D | -40.0% | -34.6% | -5.4% | -28.7% |
| 3M | -47.0% | -32.6% | -14.4% | -38.4% |
| 6M | -21.0% | -31.8% | +10.8% | -6.0% |
| YTD | +48.0% | +87.6% | -39.6% | +21.7% |
| 1Y | +43.9% | +86.7% | -42.8% | +18.3% |
| 3Y | -67.5% | +227.4% | -294.9% | -78.2% |
| 5Y | -96.7% | +173.0% | -269.7% | -97.7% |
| 10Y | -99.0% | +409.6% | -508.6% | -99.5% |
| All | -100.0% | +2,211.6% | -2,311.6% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling