+219.9%
FCEL vs STLA
-41.2%
+261.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.9% | -4.8% | -6.2% |
| 7D | +15.1% | +0.4% | +14.7% | +14.7% |
| 30D | -16.4% | -5.2% | -11.2% | -15.4% |
| 3M | -5.3% | -24.9% | +19.6% | +2.4% |
| 6M | +124.5% | -25.2% | +149.7% | +143.7% |
| YTD | +126.7% | -51.4% | +178.1% | +179.7% |
| 1Y | +219.9% | -40.7% | +260.6% | +252.8% |
| All | +219.9% | -41.2% | +261.1% | +252.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling