-99.2%
FCEL vs SMTC
+516.8%
-615.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.9% | -3.0% | -4.4% |
| 7D | +6.3% | +17.5% | -11.3% | -1.9% |
| 30D | -18.8% | +21.3% | -40.1% | -26.9% |
| 3M | -3.8% | +3.1% | -7.0% | -5.8% |
| 6M | +121.1% | +81.7% | +39.4% | +64.4% |
| YTD | +113.3% | +115.9% | -2.7% | +44.0% |
| 1Y | +173.5% | +157.8% | +15.7% | +66.5% |
| 3Y | -63.9% | +557.3% | -621.2% | -90.7% |
| 5Y | -90.7% | +114.7% | -205.4% | -95.2% |
| All | -99.2% | +516.8% | -615.9% | -99.7% |
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