-99.8%
FCEL vs SMTC
+67,506.9%
-67,606.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +9.2% | -7.3% | -0.8% |
| 7D | -15.8% | +12.7% | -28.6% | -18.9% |
| 30D | -29.3% | +22.0% | -51.3% | -33.8% |
| 3M | -30.1% | -12.7% | -17.5% | -26.9% |
| 6M | +74.4% | +64.8% | +9.7% | +52.1% |
| YTD | +104.5% | +100.7% | +3.8% | +67.8% |
| 1Y | +281.4% | +146.9% | +134.5% | +193.2% |
| 3Y | -66.1% | +456.8% | -522.9% | -81.7% |
| 5Y | -91.9% | +89.2% | -181.1% | -94.1% |
| 10Y | -99.2% | +426.9% | -526.1% | -99.6% |
| All | -99.8% | +67,506.9% | -67,606.6% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling