-53.7%
SMR vs FCEL
-94.7%
+41.0%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -5.6% | +2.2% | -1.6% |
| 7D | -8.3% | -2.8% | -5.5% | -7.4% |
| 30D | -20.1% | -31.6% | +11.6% | -10.5% |
| 3M | -52.7% | -52.4% | -0.3% | -42.2% |
| 6M | -61.0% | -51.4% | -9.6% | -56.5% |
| YTD | -67.1% | +32.4% | -99.5% | -74.4% |
| 1Y | -79.9% | +37.5% | -117.4% | -84.7% |
| 3Y | +101.7% | -69.3% | +171.0% | +96.3% |
| All | -53.7% | -94.7% | +41.0% | -47.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling