+3,667.9%
STRL vs FCEL
-99.1%
+3,767.0%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -5.6% | +2.5% | -2.6% |
| 7D | +15.7% | -2.8% | +18.5% | +16.0% |
| 30D | -35.5% | -31.6% | -3.8% | -33.1% |
| 3M | -47.1% | -52.4% | +5.3% | -43.7% |
| 6M | -65.8% | -51.4% | -14.4% | -64.2% |
| YTD | -4.5% | +32.4% | -36.9% | -8.4% |
| 1Y | -10.5% | +37.5% | -48.0% | -14.6% |
| 3Y | +340.6% | -69.3% | +409.9% | +338.2% |
| 5Y | +911.0% | -97.1% | +1,008.2% | +1,014.4% |
| All | +3,667.9% | -99.1% | +3,767.0% | +4,320.7% |
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