-99.1%
FCEL vs STT
+264.2%
-363.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | -1.2% | +20.0% | +19.7% |
| 7D | +4.0% | +2.2% | +1.8% | +2.0% |
| 30D | -13.1% | +3.9% | -17.0% | -15.5% |
| 3M | +14.6% | +19.2% | -4.6% | +1.2% |
| 6M | +133.7% | +60.4% | +73.3% | +65.9% |
| YTD | +143.0% | +51.5% | +91.5% | +79.1% |
| 1Y | +320.9% | +76.3% | +244.6% | +180.1% |
| 3Y | -58.9% | +200.7% | -259.6% | -81.6% |
| 5Y | -89.7% | +157.5% | -247.1% | -94.9% |
| 10Y | -99.1% | +262.0% | -361.1% | -99.7% |
| All | -99.1% | +264.2% | -363.2% | -99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 10y: compounded portfolio wealth divided by compounded STT 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…
10y analysis · Full analysis span regression · 6 months rolling