-33.0%
FCEL vs SITM
+4,789.7%
-4,822.6%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.5% | -3.6% | -0.4% |
| 7D | +6.3% | +3.9% | +2.4% | +4.4% |
| 30D | -26.7% | -6.6% | -20.1% | -24.9% |
| 3M | -10.2% | -11.9% | +1.7% | -5.7% |
| 6M | +123.5% | +81.1% | +42.4% | +71.2% |
| YTD | +117.4% | +80.0% | +37.4% | +60.8% |
| 1Y | +146.0% | +145.8% | +0.1% | +54.7% |
| 3Y | -61.9% | +475.9% | -537.8% | -86.3% |
| 5Y | -90.5% | +189.2% | -279.7% | -95.9% |
| All | -33.0% | +4,789.7% | -4,822.6% | -86.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling