+1,269.2%
SMH vs FCEL
-100.0%
+1,369.2%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +18.8% | -17.6% | -0.9% |
| 7D | +5.2% | +4.0% | +1.2% | +4.4% |
| 30D | -1.5% | -13.1% | +11.5% | -0.6% |
| 3M | -4.1% | +14.6% | -18.7% | -7.9% |
| 6M | +50.8% | +133.7% | -82.9% | +30.3% |
| YTD | +59.3% | +143.0% | -83.6% | +36.0% |
| 1Y | +94.1% | +320.9% | -226.8% | +52.5% |
| 3Y | +286.7% | -58.9% | +345.6% | +256.6% |
| 5Y | +339.4% | -89.7% | +429.1% | +347.6% |
| 10Y | +1,803.3% | -99.1% | +1,902.3% | +1,729.2% |
| All | +1,269.2% | -100.0% | +1,369.2% | +1,315.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FCEL.
Daily Out/Under-Performance
Portfolio return minus FCEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCEL 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 FCEL 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