-99.1%
FCEL vs SMTC
+333.2%
-432.4%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -4.1% | -1.5% | -3.4% |
| 7D | -2.8% | +11.0% | -13.8% | -8.0% |
| 30D | -31.6% | -28.5% | -3.1% | -18.7% |
| 3M | -52.4% | -14.2% | -38.2% | -48.9% |
| 6M | -51.4% | -18.0% | -33.4% | -45.5% |
| YTD | +32.4% | +55.5% | -23.1% | +5.9% |
| 1Y | +37.5% | +69.5% | -32.0% | +5.2% |
| 3Y | -69.3% | +699.7% | -768.9% | -93.0% |
| 5Y | -97.1% | +27.4% | -124.5% | -98.0% |
| All | -99.1% | +333.2% | -432.4% | -99.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 10y: compounded portfolio wealth divided by compounded SMTC 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…
10y analysis · Full analysis span regression · 6 months rolling