-90.7%
FCEL vs SPMO
+145.0%
-235.7%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.8% | -4.1% | -3.0% |
| 7D | +6.3% | +0.1% | +6.2% | +6.4% |
| 30D | -18.8% | -0.7% | -18.1% | -17.4% |
| 3M | -3.8% | +2.8% | -6.7% | -3.3% |
| 6M | +121.1% | +24.4% | +96.7% | +75.5% |
| YTD | +113.3% | +24.2% | +89.1% | +70.5% |
| 1Y | +173.5% | +24.5% | +149.0% | +121.0% |
| 3Y | -63.9% | +155.6% | -219.5% | -91.0% |
| 5Y | -90.7% | +148.2% | -238.9% | -97.3% |
| All | -90.7% | +145.0% | -235.7% | -97.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling