-99.0%
FCEL vs STLA
+12.4%
-111.4%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -3.6% | -1.4% | -3.1% |
| 7D | -8.3% | -4.9% | -3.4% | -5.7% |
| 30D | -43.0% | -4.9% | -38.1% | -41.9% |
| 3M | -48.2% | -23.7% | -24.5% | -41.5% |
| 6M | -25.0% | -45.0% | +20.0% | +0.6% |
| YTD | +40.6% | -60.9% | +101.5% | +116.8% |
| 1Y | +36.0% | -58.9% | +94.9% | +102.8% |
| 3Y | -66.7% | -74.4% | +7.7% | -36.7% |
| 5Y | -96.7% | -71.5% | -25.1% | -94.1% |
| 10Y | -99.0% | +5.3% | -104.3% | -99.2% |
| All | -99.0% | +12.4% | -111.4% | -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