-99.9%
FCEL vs SM
+1,264.2%
-1,364.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -2.7% | +11.4% | +9.4% |
| 7D | +3.0% | -22.3% | +25.3% | +10.4% |
| 30D | -40.0% | -21.4% | -18.6% | -36.2% |
| 3M | -47.0% | +1.4% | -48.4% | -48.1% |
| 6M | -21.0% | +0.1% | -21.1% | -24.5% |
| YTD | +48.0% | +59.0% | -10.9% | +22.8% |
| 1Y | +43.9% | +64.3% | -20.5% | +17.5% |
| 3Y | -67.5% | -13.1% | -54.4% | -69.0% |
| 5Y | -96.7% | -13.9% | -82.8% | -96.9% |
| 10Y | -99.0% | +1.7% | -100.7% | -99.5% |
| All | -99.9% | +1,264.2% | -1,364.1% | -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