-99.8%
FCEL vs STT
+3,304.8%
-3,404.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | +0.2% | +11.3% | +11.4% |
| 7D | -11.2% | -2.5% | -8.8% | -9.8% |
| 30D | -45.8% | -5.0% | -40.8% | -44.0% |
| 3M | -51.0% | -10.5% | -40.5% | -47.8% |
| 6M | -22.2% | +10.0% | -32.3% | -24.8% |
| YTD | +36.3% | +30.7% | +5.6% | +20.5% |
| 1Y | +29.0% | +43.8% | -14.7% | +9.0% |
| 3Y | -70.9% | +168.1% | -239.0% | -81.9% |
| 5Y | -96.3% | +101.4% | -197.7% | -97.3% |
| 10Y | -99.1% | +211.3% | -310.4% | -99.5% |
| All | -99.8% | +3,304.8% | -3,404.6% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling