+82.6%
SMR vs FCEL
-61.1%
+143.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -6.7% | +3.4% | -1.1% |
| 7D | +13.1% | +15.1% | -2.0% | +8.2% |
| 30D | +17.8% | -16.4% | +34.2% | +22.3% |
| 3M | +8.1% | -5.3% | +13.4% | +1.0% |
| 6M | -11.1% | +124.5% | -135.6% | -45.1% |
| YTD | -23.7% | +126.7% | -150.4% | -53.1% |
| 1Y | -69.4% | +219.9% | -289.3% | -83.9% |
| All | +82.6% | -61.1% | +143.7% | +80.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling