+173.5%
FCEL vs SM
+51.5%
+122.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.5% | -6.4% | -5.9% |
| 7D | +6.3% | +2.1% | +4.1% | +6.2% |
| 30D | -18.8% | +18.1% | -36.9% | -19.2% |
| 3M | -3.8% | +17.0% | -20.8% | -1.4% |
| 6M | +121.1% | +55.4% | +65.7% | +108.1% |
| YTD | +113.3% | +108.6% | +4.7% | +84.8% |
| 1Y | +173.5% | +45.7% | +127.8% | +219.4% |
| All | +173.5% | +51.5% | +122.0% | +219.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling