-99.1%
FCEL vs STLA
-4.1%
-95.0%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.0% | -4.5% | -5.0% |
| 7D | -2.8% | -13.8% | +11.0% | +4.9% |
| 30D | -31.6% | -10.5% | -21.1% | -28.2% |
| 3M | -52.4% | -28.9% | -23.5% | -44.3% |
| 6M | -51.4% | -49.7% | -1.7% | -31.6% |
| YTD | +32.4% | -64.9% | +97.3% | +116.3% |
| 1Y | +37.5% | -64.0% | +101.5% | +120.6% |
| 3Y | -69.3% | -77.4% | +8.2% | -37.4% |
| 5Y | -97.1% | -74.4% | -22.7% | -94.7% |
| All | -99.1% | -4.1% | -95.0% | -99.5% |
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