-99.1%
FCEL vs STZ
+13.4%
-112.5%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.7% | -6.3% | -5.9% |
| 7D | -2.8% | +2.6% | -5.4% | -4.0% |
| 30D | -31.6% | +15.2% | -46.8% | -37.3% |
| 3M | -52.4% | +7.6% | -60.1% | -55.4% |
| 6M | -51.4% | +5.3% | -56.7% | -55.1% |
| YTD | +32.4% | +8.6% | +23.8% | +14.7% |
| 1Y | +37.5% | +15.6% | +21.9% | +14.0% |
| 3Y | -69.3% | -35.2% | -34.1% | -63.2% |
| 5Y | -97.1% | -29.1% | -68.0% | -96.8% |
| All | -99.1% | +13.4% | -112.5% | -99.2% |
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