-99.8%
FCEL vs SMTC
+57,143.4%
-57,243.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +10.3% | -3.8% | +3.4% |
| 7D | +3.9% | +12.9% | -9.0% | +0.5% |
| 30D | -33.1% | -25.6% | -7.5% | -26.6% |
| 3M | -43.0% | -4.5% | -38.4% | -41.9% |
| 6M | -31.3% | -8.3% | -23.0% | -27.8% |
| YTD | +49.8% | +69.9% | -20.1% | +30.3% |
| 1Y | +48.2% | +73.9% | -25.7% | +28.0% |
| 3Y | -64.6% | +757.7% | -822.2% | -82.7% |
| 5Y | -96.7% | +38.7% | -135.4% | -97.4% |
| 10Y | -99.0% | +376.1% | -475.1% | -99.4% |
| All | -99.8% | +57,143.4% | -57,243.3% | -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