-99.1%
FCEL vs SPMO
+517.6%
-616.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.4% | +1.2% |
| 7D | +6.3% | -0.9% | +7.2% | +8.0% |
| 30D | -26.7% | -1.9% | -24.8% | -24.4% |
| 3M | -10.2% | -1.4% | -8.8% | -4.4% |
| 6M | +123.5% | +25.5% | +98.0% | +75.8% |
| YTD | +117.4% | +24.8% | +92.5% | +73.0% |
| 1Y | +146.0% | +24.5% | +121.5% | +99.0% |
| 3Y | -61.9% | +157.1% | -219.0% | -89.3% |
| 5Y | -90.5% | +149.5% | -240.0% | -97.0% |
| All | -99.1% | +517.6% | -616.7% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 10y: compounded portfolio wealth divided by compounded SPMO 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…
10y analysis · Full analysis span regression · 6 months rolling