+784.6%
STRL vs FCEL
-96.5%
+881.1%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +11.5% | -8.1% | +1.5% |
| 7D | -26.9% | -11.2% | -15.7% | -25.1% |
| 30D | -52.7% | -45.8% | -6.9% | -47.5% |
| 3M | -52.8% | -51.0% | -1.9% | -47.2% |
| 6M | -71.5% | -22.2% | -49.2% | -71.3% |
| YTD | -17.4% | +36.3% | -53.7% | -25.1% |
| 1Y | -35.0% | +29.0% | -64.0% | -40.8% |
| 3Y | +239.2% | -70.9% | +310.1% | +242.8% |
| All | +784.6% | -96.5% | +881.1% | +1,094.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling