+422.5%
STM vs FCEL
-98.9%
+521.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +8.6% | -1.9% | +6.0% |
| 7D | -5.6% | +3.0% | -8.6% | -5.8% |
| 30D | -14.4% | -40.0% | +25.5% | -10.4% |
| 3M | -20.5% | -47.0% | +26.6% | -16.3% |
| 6M | -24.5% | -21.0% | -3.5% | -24.9% |
| YTD | +72.7% | +48.0% | +24.7% | +61.1% |
| 1Y | +91.0% | +43.9% | +47.1% | +77.7% |
| 3Y | +13.5% | -67.5% | +81.0% | +10.6% |
| 5Y | -9.2% | -96.7% | +87.5% | -0.2% |
| 10Y | +422.5% | -99.0% | +521.5% | +525.3% |
| All | +422.5% | -98.9% | +521.5% | +525.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling