+7,301.3%
STRL vs FCEL
-99.1%
+7,400.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -6.7% | +5.3% | -0.8% |
| 7D | +8.2% | +15.1% | -6.9% | +6.9% |
| 30D | -6.3% | -16.4% | +10.1% | -5.2% |
| 3M | -41.2% | -5.3% | -35.9% | -41.6% |
| 6M | +20.4% | +124.5% | -104.2% | +10.2% |
| YTD | +61.7% | +126.7% | -65.0% | +47.4% |
| 1Y | +72.7% | +219.9% | -147.2% | +52.9% |
| 3Y | +530.9% | -61.6% | +592.6% | +507.4% |
| 5Y | +2,125.4% | -90.5% | +2,215.9% | +2,159.1% |
| 10Y | +7,301.3% | -99.1% | +7,400.5% | +9,548.3% |
| All | +7,301.3% | -99.1% | +7,400.5% | +9,548.3% |
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