-70.2%
SMR vs FCEL
+197.5%
-267.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -5.9% | +0.4% | -3.7% |
| 7D | +4.7% | +6.3% | -1.6% | +2.9% |
| 30D | +3.2% | -18.8% | +22.0% | +8.1% |
| 3M | +9.9% | -3.8% | +13.7% | +1.2% |
| 6M | -15.1% | +121.1% | -136.3% | -51.6% |
| YTD | -27.9% | +113.3% | -141.2% | -58.4% |
| 1Y | -70.2% | +173.5% | -243.8% | -83.0% |
| All | -70.2% | +197.5% | -267.8% | -83.0% |
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