+515.0%
STRL vs FCEL
-64.7%
+579.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +1.9% | +3.8% | +5.5% |
| 7D | +3.4% | -15.8% | +19.2% | +5.8% |
| 30D | -9.2% | -29.3% | +20.0% | -4.9% |
| 3M | -51.0% | -30.1% | -20.9% | -49.5% |
| 6M | +15.8% | +74.4% | -58.7% | +3.0% |
| YTD | +58.9% | +104.5% | -45.7% | +37.6% |
| 1Y | +68.5% | +281.4% | -212.9% | +37.1% |
| All | +515.0% | -64.7% | +579.7% | +532.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling