-99.0%
FCEL vs STZ
+11.6%
-110.6%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | 0.0% | -5.0% | -5.0% |
| 7D | -8.3% | +5.3% | -13.6% | -10.8% |
| 30D | -43.0% | +19.6% | -62.6% | -48.8% |
| 3M | -48.2% | +10.0% | -58.1% | -52.0% |
| 6M | -25.0% | -0.3% | -24.7% | -28.7% |
| YTD | +40.6% | +8.6% | +32.1% | +22.0% |
| 1Y | +36.0% | +16.6% | +19.4% | +12.1% |
| 3Y | -66.7% | -34.8% | -31.9% | -60.3% |
| 5Y | -96.7% | -27.8% | -68.8% | -96.3% |
| 10Y | -99.0% | +12.5% | -111.5% | -99.1% |
| All | -99.0% | +11.6% | -110.6% | -99.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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