-58.9%
FCEL vs STLA
-65.4%
+6.5%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | -3.1% | +21.9% | +20.1% |
| 7D | +4.0% | +0.7% | +3.2% | +3.5% |
| 30D | -13.1% | -2.4% | -10.7% | -12.7% |
| 3M | +14.6% | -23.9% | +38.5% | +27.8% |
| 6M | +133.7% | -24.6% | +158.3% | +162.1% |
| YTD | +143.0% | -50.5% | +193.5% | +222.5% |
| 1Y | +320.9% | -39.8% | +360.7% | +395.7% |
| 3Y | -58.9% | -65.6% | +6.7% | -31.8% |
| All | -58.9% | -65.4% | +6.5% | -31.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling