+1.5%
SMR vs FCEL
-91.5%
+93.0%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -5.9% | +0.4% | -3.8% |
| 7D | +4.7% | +6.3% | -1.6% | +3.1% |
| 30D | +3.2% | -18.8% | +22.0% | +7.9% |
| 3M | +9.9% | -3.8% | +13.7% | +3.5% |
| 6M | -15.1% | +121.1% | -136.3% | -43.0% |
| YTD | -27.9% | +113.3% | -141.2% | -51.0% |
| 1Y | -70.2% | +173.5% | -243.8% | -81.6% |
| 3Y | +72.5% | -63.9% | +136.4% | +55.9% |
| All | +1.5% | -91.5% | +93.0% | +1.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling