-99.8%
FCEL vs STZ
+9,802.2%
-9,902.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -1.0% | +7.5% | +6.8% |
| 7D | +3.9% | -0.9% | +4.8% | +4.2% |
| 30D | -33.1% | +14.9% | -48.0% | -36.9% |
| 3M | -43.0% | +8.4% | -51.4% | -45.6% |
| 6M | -31.3% | +2.8% | -34.1% | -34.4% |
| YTD | +49.8% | +7.5% | +42.3% | +38.3% |
| 1Y | +48.2% | +12.5% | +35.6% | +34.6% |
| 3Y | -64.6% | -35.4% | -29.1% | -60.9% |
| 5Y | -96.7% | -29.3% | -67.4% | -96.5% |
| 10Y | -99.0% | +11.8% | -110.8% | -99.1% |
| All | -99.8% | +9,802.2% | -9,902.0% | -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