-3.6%
SMR vs FCEL
-91.8%
+88.2%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.4% | -1.1% |
| 7D | +4.4% | -15.8% | +20.2% | +9.0% |
| 30D | +3.4% | -29.3% | +32.7% | +12.2% |
| 3M | -19.2% | -30.1% | +11.0% | -17.1% |
| 6M | -22.6% | +74.4% | -97.1% | -44.3% |
| YTD | -31.5% | +104.5% | -136.1% | -52.9% |
| 1Y | -73.1% | +281.4% | -354.5% | -85.0% |
| 3Y | +55.0% | -66.1% | +121.1% | +42.0% |
| All | -3.6% | -91.8% | +88.2% | -3.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling