+2,285.7%
STM vs FCEL
-99.8%
+2,385.5%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.9% | 0.0% | +1.6% |
| 7D | +5.8% | -15.8% | +21.6% | +7.9% |
| 30D | -1.0% | -29.3% | +28.3% | +2.9% |
| 3M | -33.3% | -30.1% | -3.1% | -32.2% |
| 6M | +57.4% | +74.4% | -17.1% | +38.8% |
| YTD | +102.2% | +104.5% | -2.3% | +73.3% |
| 1Y | +99.6% | +281.4% | -181.8% | +53.5% |
| 3Y | +14.5% | -66.1% | +80.6% | +8.0% |
| 5Y | +21.4% | -91.9% | +113.2% | +29.0% |
| 10Y | +695.0% | -99.2% | +794.2% | +646.0% |
| All | +2,285.7% | -99.8% | +2,385.5% | +1,909.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling