-58.9%
FCEL vs SM
-2.8%
-56.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | +3.6% | +15.2% | +17.8% |
| 7D | +4.0% | -0.2% | +4.1% | +4.1% |
| 30D | -13.1% | +31.5% | -44.6% | -19.7% |
| 3M | +14.6% | +17.3% | -2.8% | +7.5% |
| 6M | +133.7% | +48.5% | +85.2% | +98.3% |
| YTD | +143.0% | +106.3% | +36.7% | +79.8% |
| 1Y | +320.9% | +47.3% | +273.6% | +254.8% |
| 3Y | -58.9% | -1.4% | -57.5% | -62.1% |
| All | -58.9% | -2.8% | -56.1% | -62.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling