-99.0%
FCEL vs STT
+211.9%
-310.9%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +3.2% | +5.4% | +6.2% |
| 7D | +3.0% | +0.9% | +2.1% | +2.8% |
| 30D | -40.0% | -2.3% | -37.7% | -38.3% |
| 3M | -47.0% | -7.0% | -40.1% | -43.5% |
| 6M | -21.0% | +15.5% | -36.5% | -27.5% |
| YTD | +48.0% | +35.6% | +12.4% | +19.9% |
| 1Y | +43.9% | +47.9% | -4.0% | +9.7% |
| 3Y | -67.5% | +181.1% | -248.6% | -84.6% |
| 5Y | -96.7% | +108.2% | -204.9% | -98.1% |
| 10Y | -99.0% | +201.0% | -300.0% | -99.6% |
| All | -99.0% | +211.9% | -310.9% | -99.6% |
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