+99.6%
STM vs FCEL
+269.1%
-169.5%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.9% | 0.0% | +1.6% |
| 7D | +5.8% | -15.8% | +21.6% | +8.3% |
| 30D | -1.0% | -29.3% | +28.3% | +3.7% |
| 3M | -33.3% | -30.1% | -3.1% | -31.5% |
| 6M | +57.4% | +74.4% | -17.1% | +42.5% |
| YTD | +102.2% | +104.5% | -2.3% | +80.1% |
| 1Y | +99.6% | +281.4% | -181.8% | +79.5% |
| All | +99.6% | +269.1% | -169.5% | +79.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FCEL.
Daily Out/Under-Performance
Portfolio return minus FCEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCEL 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 1y: compounded portfolio wealth divided by compounded FCEL 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…
1y analysis · Full analysis span regression · 6 months rolling