-99.8%
FCEL vs STZ
+8,637.4%
-8,737.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +2.2% |
| 7D | -15.8% | -1.9% | -13.9% | -15.2% |
| 30D | -29.3% | -1.9% | -27.4% | -28.9% |
| 3M | -30.1% | -6.2% | -23.9% | -29.8% |
| 6M | +74.4% | -14.0% | +88.5% | +78.9% |
| YTD | +104.5% | -5.1% | +109.6% | +100.8% |
| 1Y | +281.4% | -9.6% | +290.9% | +281.5% |
| 3Y | -66.1% | -47.2% | -18.9% | -59.0% |
| 5Y | -91.9% | -33.6% | -58.3% | -90.9% |
| 10Y | -99.2% | -9.8% | -89.4% | -99.2% |
| All | -99.8% | +8,637.4% | -8,737.2% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling