-99.1%
FCEL vs SM
+16.0%
-115.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.6% | -7.3% | -6.8% |
| 7D | +15.1% | -0.2% | +15.3% | +15.2% |
| 30D | -16.4% | +20.3% | -36.7% | -20.4% |
| 3M | -5.3% | +22.9% | -28.2% | -12.2% |
| 6M | +124.5% | +47.8% | +76.7% | +97.2% |
| YTD | +126.7% | +107.5% | +19.2% | +81.0% |
| 1Y | +219.9% | +51.7% | +168.1% | +175.8% |
| 3Y | -61.6% | -0.9% | -60.8% | -64.0% |
| 5Y | -90.5% | +112.2% | -202.8% | -92.7% |
| 10Y | -99.1% | +20.3% | -119.4% | -99.4% |
| All | -99.1% | +16.0% | -115.1% | -99.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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