+1,937.6%
STM vs FCEL
-99.8%
+2,037.5%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +8.6% | -1.9% | +5.6% |
| 7D | -5.6% | +3.0% | -8.6% | -5.9% |
| 30D | -14.4% | -40.0% | +25.5% | -8.6% |
| 3M | -20.5% | -47.0% | +26.6% | -14.6% |
| 6M | -24.5% | -21.0% | -3.5% | -25.7% |
| YTD | +72.7% | +48.0% | +24.7% | +53.5% |
| 1Y | +91.0% | +43.9% | +47.1% | +69.1% |
| 3Y | +13.5% | -67.5% | +81.0% | +7.8% |
| 5Y | -9.2% | -96.7% | +87.5% | +8.7% |
| 10Y | +422.5% | -99.0% | +521.5% | +367.1% |
| All | +1,937.6% | -99.8% | +2,037.5% | +1,681.0% |
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 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