-99.1%
FCEL vs STLA
+46.8%
-145.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.9% | -4.8% | -5.7% |
| 7D | +15.1% | +0.4% | +14.7% | +14.5% |
| 30D | -16.4% | -5.2% | -11.2% | -14.7% |
| 3M | -5.3% | -24.9% | +19.6% | +8.2% |
| 6M | +124.5% | -25.2% | +149.7% | +157.0% |
| YTD | +126.7% | -51.4% | +178.1% | +213.7% |
| 1Y | +219.9% | -40.7% | +260.6% | +292.5% |
| 3Y | -61.6% | -66.3% | +4.6% | -36.8% |
| 5Y | -90.5% | -63.2% | -27.3% | -85.4% |
| 10Y | -99.1% | +48.7% | -147.8% | -99.2% |
| All | -99.1% | +46.8% | -145.9% | -99.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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