-90.5%
FCEL vs SMTC
+116.8%
-207.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.8% | -7.5% | -7.1% |
| 7D | +15.1% | +22.5% | -7.4% | +4.7% |
| 30D | -16.4% | +24.9% | -41.3% | -25.2% |
| 3M | -5.3% | +4.1% | -9.3% | -7.6% |
| 6M | +124.5% | +92.6% | +32.0% | +68.7% |
| YTD | +126.7% | +122.5% | +4.2% | +58.8% |
| 1Y | +219.9% | +166.2% | +53.7% | +104.9% |
| 3Y | -61.6% | +577.2% | -638.8% | -89.2% |
| 5Y | -90.5% | +119.0% | -209.5% | -93.1% |
| All | -90.5% | +116.8% | -207.3% | -93.1% |
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 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