-96.9%
FCEL vs STT
+100.0%
-197.0%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | +0.2% | +11.3% | +11.4% |
| 7D | -11.2% | -2.5% | -8.8% | -8.9% |
| 30D | -45.8% | -5.0% | -40.8% | -42.8% |
| 3M | -51.0% | -10.5% | -40.5% | -45.6% |
| 6M | -22.2% | +10.0% | -32.3% | -26.4% |
| YTD | +36.3% | +30.7% | +5.6% | +11.2% |
| 1Y | +29.0% | +43.8% | -14.7% | -2.3% |
| 3Y | -70.9% | +168.1% | -239.0% | -86.8% |
| All | -96.9% | +100.0% | -197.0% | -98.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling