-89.7%
FCEL vs STZ
-36.5%
-53.1%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | -5.6% | +24.4% | +20.4% |
| 7D | +4.0% | -7.4% | +11.4% | +6.1% |
| 30D | -13.1% | -10.9% | -2.2% | -10.3% |
| 3M | +14.6% | -13.4% | +28.0% | +17.7% |
| 6M | +133.7% | -16.2% | +149.9% | +138.0% |
| YTD | +143.0% | -10.4% | +153.4% | +133.0% |
| 1Y | +320.9% | -14.8% | +335.6% | +315.6% |
| 3Y | -58.9% | -50.1% | -8.7% | -43.9% |
| 5Y | -89.7% | -38.8% | -50.9% | -86.6% |
| All | -89.7% | -36.5% | -53.1% | -86.6% |
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