-99.9%
FCEL vs STLA
+178.7%
-278.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -3.6% | -1.4% | -3.7% |
| 7D | -8.3% | -4.9% | -3.4% | -6.5% |
| 30D | -43.0% | -4.9% | -38.1% | -42.2% |
| 3M | -48.2% | -23.7% | -24.5% | -43.6% |
| 6M | -25.0% | -45.0% | +20.0% | -8.2% |
| YTD | +40.6% | -60.9% | +101.5% | +89.2% |
| 1Y | +36.0% | -58.9% | +94.9% | +79.3% |
| 3Y | -66.7% | -74.4% | +7.7% | -48.6% |
| 5Y | -96.7% | -71.5% | -25.1% | -95.0% |
| 10Y | -99.0% | +5.3% | -104.3% | -98.9% |
| All | -99.9% | +178.7% | -278.6% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling