-96.7%
FCEL vs SMTC
+40.1%
-136.8%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +10.3% | -3.8% | +1.4% |
| 7D | +3.9% | +12.9% | -9.0% | -1.9% |
| 30D | -33.1% | -25.6% | -7.5% | -23.0% |
| 3M | -43.0% | -4.5% | -38.4% | -41.9% |
| 6M | -31.3% | -8.3% | -23.0% | -27.3% |
| YTD | +49.8% | +69.9% | -20.1% | +20.4% |
| 1Y | +48.2% | +73.9% | -25.7% | +17.8% |
| 3Y | -64.6% | +757.7% | -822.2% | -91.2% |
| 5Y | -96.7% | +38.7% | -135.4% | -96.9% |
| All | -96.7% | +40.1% | -136.8% | -96.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling