-99.1%
FCEL vs STT
+198.7%
-297.8%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.3% | -6.1% | -6.2% |
| 7D | +14.8% | +5.1% | +9.7% | +10.7% |
| 30D | -33.9% | -0.2% | -33.6% | -33.1% |
| 3M | -52.7% | -8.1% | -44.6% | -49.1% |
| 6M | -40.0% | +16.6% | -56.7% | -45.4% |
| YTD | +40.2% | +37.8% | +2.4% | +12.2% |
| 1Y | +32.9% | +46.8% | -13.9% | +1.8% |
| 3Y | -66.8% | +181.2% | -248.0% | -84.3% |
| 5Y | -97.0% | +105.1% | -202.1% | -98.2% |
| All | -99.1% | +198.7% | -297.8% | -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