-65.4%
FCEL vs STZ
-47.4%
-18.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +2.0% |
| 7D | -15.8% | -1.9% | -13.9% | -15.5% |
| 30D | -29.3% | -1.9% | -27.4% | -29.1% |
| 3M | -30.1% | -6.2% | -23.9% | -30.3% |
| 6M | +74.4% | -14.0% | +88.5% | +76.9% |
| YTD | +104.5% | -5.1% | +109.6% | +92.6% |
| 1Y | +281.4% | -9.6% | +290.9% | +267.6% |
| All | -65.4% | -47.4% | -18.0% | -60.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling