-99.1%
FCEL vs STZ
-13.0%
-86.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.5% | -7.2% | -7.0% |
| 7D | +15.1% | -6.0% | +21.1% | +18.2% |
| 30D | -16.4% | -8.9% | -7.6% | -12.9% |
| 3M | -5.3% | -12.6% | +7.3% | -1.3% |
| 6M | +124.5% | -17.2% | +141.7% | +135.8% |
| YTD | +126.7% | -10.0% | +136.7% | +121.1% |
| 1Y | +219.9% | -14.3% | +234.2% | +222.5% |
| 3Y | -61.6% | -49.9% | -11.7% | -45.3% |
| 5Y | -90.5% | -38.2% | -52.3% | -88.4% |
| 10Y | -99.1% | -12.0% | -87.1% | -99.0% |
| All | -99.1% | -13.0% | -86.1% | -99.0% |
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