-100.0%
FCEL vs SIMO
+2,368.1%
-2,468.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +8.7% | -2.1% | +3.2% |
| 7D | +3.9% | +0.9% | +3.0% | +4.1% |
| 30D | -33.1% | -25.4% | -7.7% | -24.6% |
| 3M | -43.0% | -17.8% | -25.2% | -38.4% |
| 6M | -31.3% | -29.6% | -1.8% | -19.4% |
| YTD | +49.8% | +100.3% | -50.5% | +20.1% |
| 1Y | +48.2% | +100.4% | -52.2% | +18.6% |
| 3Y | -64.6% | +246.1% | -310.6% | -76.7% |
| 5Y | -96.7% | +189.8% | -286.5% | -97.8% |
| 10Y | -99.0% | +434.6% | -533.6% | -99.5% |
| All | -100.0% | +2,368.1% | -2,468.1% | -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