-85.6%
SMR vs FCEL
+32.6%
-118.2%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -6.0% | +1.5% | -2.6% |
| 7D | -9.5% | -14.9% | +5.3% | -4.9% |
| 30D | -33.2% | -41.7% | +8.5% | -21.3% |
| 3M | -45.9% | -53.2% | +7.2% | -33.6% |
| 6M | -57.9% | -19.0% | -38.8% | -62.5% |
| YTD | -63.8% | +44.2% | -108.0% | -78.1% |
| 1Y | -85.6% | +42.4% | -128.0% | -92.0% |
| All | -85.6% | +32.6% | -118.2% | -92.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling