-99.8%
FCEL vs STLA
+263.8%
-363.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.3% | +0.6% | +1.4% |
| 7D | -15.8% | +2.6% | -18.4% | -16.5% |
| 30D | -29.3% | -1.2% | -28.0% | -29.2% |
| 3M | -30.1% | -24.8% | -5.4% | -23.0% |
| 6M | +74.4% | -25.6% | +100.0% | +93.0% |
| YTD | +104.5% | -48.9% | +153.5% | +152.5% |
| 1Y | +281.4% | -38.8% | +320.1% | +338.8% |
| 3Y | -66.1% | -64.5% | -1.6% | -52.7% |
| 5Y | -91.9% | -62.4% | -29.4% | -88.9% |
| 10Y | -99.2% | +55.4% | -154.6% | -99.2% |
| All | -99.8% | +263.8% | -363.6% | -99.8% |
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 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