-99.8%
FCEL vs SM
+1,608.3%
-1,708.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.5% | +4.4% | +2.6% |
| 7D | -15.8% | +0.1% | -15.9% | -15.9% |
| 30D | -29.3% | +26.3% | -55.6% | -34.1% |
| 3M | -30.1% | +8.7% | -38.8% | -33.6% |
| 6M | +74.4% | +51.7% | +22.8% | +49.5% |
| YTD | +104.5% | +99.0% | +5.5% | +61.2% |
| 1Y | +281.4% | +34.6% | +246.8% | +233.3% |
| 3Y | -66.1% | -7.8% | -58.3% | -67.9% |
| 5Y | -91.9% | +104.8% | -196.6% | -94.1% |
| 10Y | -99.2% | +7.2% | -106.5% | -99.6% |
| All | -99.8% | +1,608.3% | -1,708.2% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling