-67.5%
FCEL vs STLA
-73.7%
+6.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -0.2% | +8.9% | +8.7% |
| 7D | +3.0% | -6.4% | +9.4% | +5.6% |
| 30D | -40.0% | -1.3% | -38.6% | -39.9% |
| 3M | -47.0% | -19.9% | -27.1% | -42.9% |
| 6M | -21.0% | -42.9% | +21.9% | -1.9% |
| YTD | +48.0% | -59.4% | +107.4% | +107.5% |
| 1Y | +43.9% | -56.8% | +100.7% | +94.7% |
| 3Y | -67.5% | -73.1% | +5.6% | -44.8% |
| All | -67.5% | -73.7% | +6.2% | -44.8% |
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