+281.4%
FCEL vs SITM
+174.8%
+106.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +6.5% | -4.6% | -0.8% |
| 7D | -15.8% | +9.7% | -25.5% | -19.2% |
| 30D | -29.3% | +12.7% | -42.0% | -34.0% |
| 3M | -30.1% | -13.4% | -16.7% | -27.1% |
| 6M | +74.4% | +59.6% | +14.8% | +60.7% |
| YTD | +104.5% | +73.3% | +31.2% | +83.2% |
| 1Y | +281.4% | +165.5% | +115.8% | +252.4% |
| All | +281.4% | +174.8% | +106.6% | +252.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 1y: compounded portfolio wealth divided by compounded SITM 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…
1y analysis · Full analysis span regression · 6 months rolling