+37.5%
FCEL vs STLA
-64.5%
+102.0%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.0% | -4.5% | -5.4% |
| 7D | -2.8% | -13.8% | +11.0% | -0.4% |
| 30D | -31.6% | -10.5% | -21.1% | -30.5% |
| 3M | -52.4% | -28.9% | -23.5% | -49.8% |
| 6M | -51.4% | -49.7% | -1.7% | -45.2% |
| YTD | +32.4% | -64.9% | +97.3% | +59.0% |
| 1Y | +37.5% | -64.0% | +101.5% | +62.0% |
| All | +37.5% | -64.5% | +102.0% | +62.0% |
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