-25.9%
STRL vs FCEL
+32.6%
-58.4%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | -6.0% | -15.5% | -19.9% |
| 7D | -27.1% | -14.9% | -12.2% | -23.7% |
| 30D | -45.8% | -41.7% | -4.1% | -38.1% |
| 3M | -47.6% | -53.2% | +5.5% | -38.0% |
| 6M | -46.4% | -19.0% | -27.4% | -46.7% |
| YTD | -7.4% | +44.2% | -51.6% | -27.0% |
| 1Y | -25.9% | +42.4% | -68.3% | -44.1% |
| All | -25.9% | +32.6% | -58.4% | -44.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling