+37.5%
FCEL vs SM
+84.2%
-46.7%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.1% | -5.4% | -5.6% |
| 7D | -2.8% | +9.4% | -12.2% | -2.3% |
| 30D | -31.6% | -14.4% | -17.3% | -32.6% |
| 3M | -52.4% | +1.6% | -54.0% | -52.2% |
| 6M | -51.4% | +6.3% | -57.8% | -50.2% |
| YTD | +32.4% | +78.8% | -46.4% | +31.5% |
| 1Y | +37.5% | +83.1% | -45.6% | +36.1% |
| All | +37.5% | +84.2% | -46.7% | +36.1% |
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