+444.1%
STM vs FCEL
-99.1%
+543.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.0% | +5.3% | +0.8% |
| 7D | -7.9% | -8.3% | +0.4% | -7.1% |
| 30D | -14.1% | -43.0% | +28.8% | -9.6% |
| 3M | -17.6% | -48.2% | +30.5% | -13.2% |
| 6M | -24.2% | -25.0% | +0.7% | -24.3% |
| YTD | +73.3% | +40.6% | +32.7% | +62.4% |
| 1Y | +90.1% | +36.0% | +54.1% | +77.7% |
| 3Y | +10.3% | -66.7% | +77.1% | +7.4% |
| 5Y | -5.7% | -96.7% | +90.9% | +3.8% |
| 10Y | +444.1% | -99.0% | +543.1% | +544.9% |
| All | +444.1% | -99.1% | +543.2% | +544.9% |
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