+4.9%
STM vs FCEL
-74.5%
+79.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +11.5% | -7.1% | +2.7% |
| 7D | -10.7% | -11.2% | +0.5% | -9.2% |
| 30D | -25.7% | -45.8% | +20.0% | -19.1% |
| 3M | -21.6% | -51.0% | +29.4% | -14.3% |
| 6M | -27.8% | -22.2% | -5.6% | -27.7% |
| YTD | +61.8% | +36.3% | +25.5% | +49.3% |
| 1Y | +78.1% | +29.0% | +49.1% | +64.1% |
| 3Y | +4.9% | -70.9% | +75.8% | +6.0% |
| All | +4.9% | -74.5% | +79.4% | +6.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling