+657.6%
STM vs FCEL
-99.0%
+756.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +18.8% | -19.3% | -2.2% |
| 7D | +5.2% | +4.0% | +1.2% | +4.5% |
| 30D | -7.4% | -13.1% | +5.7% | -6.7% |
| 3M | -30.6% | +14.6% | -45.2% | -32.7% |
| 6M | +66.4% | +133.7% | -67.3% | +49.8% |
| YTD | +101.1% | +143.0% | -41.8% | +79.7% |
| 1Y | +97.4% | +320.9% | -223.5% | +66.0% |
| 3Y | +21.1% | -58.9% | +80.0% | +14.8% |
| 5Y | +22.5% | -89.7% | +112.1% | +24.1% |
| 10Y | +657.6% | -99.1% | +756.7% | +789.7% |
| All | +657.6% | -99.0% | +756.6% | +789.7% |
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