+487.4%
STX vs FCEL
-96.7%
+584.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +8.6% | +1.2% | +8.5% |
| 7D | -14.8% | +3.0% | -17.8% | -15.0% |
| 30D | -35.4% | -40.0% | +4.6% | -30.5% |
| 3M | -37.7% | -47.0% | +9.4% | -32.7% |
| 6M | -35.2% | -21.0% | -14.2% | -35.8% |
| YTD | +84.4% | +48.0% | +36.4% | +65.9% |
| 1Y | +82.3% | +43.9% | +38.4% | +63.6% |
| 3Y | +646.2% | -67.5% | +713.7% | +624.6% |
| 5Y | +487.4% | -96.7% | +584.1% | +719.0% |
| All | +487.4% | -96.7% | +584.1% | +719.0% |
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