+3,988.2%
STRL vs FCEL
-98.9%
+4,087.1%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +8.6% | +6.3% | +14.2% |
| 7D | -13.3% | +3.0% | -16.4% | -13.3% |
| 30D | -43.3% | -40.0% | -3.4% | -40.6% |
| 3M | -46.9% | -47.0% | +0.2% | -44.0% |
| 6M | -65.6% | -21.0% | -44.6% | -65.4% |
| YTD | -5.1% | +48.0% | -53.1% | -9.9% |
| 1Y | -23.1% | +43.9% | -67.0% | -26.9% |
| 3Y | +346.8% | -67.5% | +414.3% | +341.5% |
| 5Y | +907.2% | -96.7% | +1,003.8% | +997.5% |
| 10Y | +3,988.2% | -99.0% | +4,087.2% | +4,841.6% |
| All | +3,988.2% | -98.9% | +4,087.1% | +4,841.6% |
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