-60.3%
FCEL vs SMTC
+565.9%
-626.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.8% | -7.5% | -7.0% |
| 7D | +15.1% | +22.5% | -7.4% | +6.3% |
| 30D | -16.4% | +24.9% | -41.3% | -23.8% |
| 3M | -5.3% | +4.1% | -9.3% | -7.5% |
| 6M | +124.5% | +92.6% | +32.0% | +81.6% |
| YTD | +126.7% | +122.5% | +4.2% | +74.7% |
| 1Y | +219.9% | +166.2% | +53.7% | +132.2% |
| All | -60.3% | +565.9% | -626.1% | -85.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling