-96.9%
FCEL vs STZ
-29.4%
-67.6%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | -1.8% | +13.3% | +11.8% |
| 7D | -11.2% | +4.9% | -16.1% | -12.2% |
| 30D | -45.8% | +20.9% | -66.7% | -48.5% |
| 3M | -51.0% | +8.0% | -59.0% | -52.2% |
| 6M | -22.2% | -5.3% | -17.0% | -21.6% |
| YTD | +36.3% | +5.9% | +30.3% | +24.5% |
| 1Y | +29.0% | +14.2% | +14.8% | +12.2% |
| 3Y | -70.9% | -37.0% | -33.9% | -64.1% |
| All | -96.9% | -29.4% | -67.6% | -96.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling