+48.2%
FCEL vs SM
+72.9%
-24.8%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +5.6% | +1.0% | +6.9% |
| 7D | +3.9% | +0.3% | +3.6% | +3.8% |
| 30D | -33.1% | -17.3% | -15.8% | -34.2% |
| 3M | -43.0% | -3.6% | -39.4% | -42.9% |
| 6M | -31.3% | +2.9% | -34.2% | -30.1% |
| YTD | +49.8% | +70.2% | -20.4% | +52.2% |
| 1Y | +48.2% | +66.5% | -18.3% | +50.9% |
| All | +48.2% | +72.9% | -24.8% | +50.9% |
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