-25.1%
FCEL vs SITM
+4,507.3%
-4,532.4%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | -2.1% | +20.9% | +19.7% |
| 7D | +4.0% | +8.4% | -4.4% | +0.1% |
| 30D | -13.1% | -17.4% | +4.3% | -6.1% |
| 3M | +14.6% | -9.8% | +24.4% | +19.4% |
| 6M | +133.7% | +83.0% | +50.7% | +78.0% |
| YTD | +143.0% | +69.6% | +73.4% | +84.4% |
| 1Y | +320.9% | +144.9% | +176.0% | +165.9% |
| 3Y | -58.9% | +429.9% | -488.7% | -84.6% |
| 5Y | -89.7% | +169.2% | -258.8% | -95.4% |
| All | -25.1% | +4,507.3% | -4,532.4% | -84.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling