-99.1%
FCEL vs SHAK
+87.2%
-186.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.2% | -1.2% | +0.5% |
| 7D | +6.3% | -8.3% | +14.6% | +10.4% |
| 30D | -26.7% | -12.6% | -14.0% | -22.3% |
| 3M | -10.2% | +9.1% | -19.3% | -16.0% |
| 6M | +123.5% | -31.2% | +154.7% | +145.4% |
| YTD | +117.4% | -21.6% | +139.0% | +120.9% |
| 1Y | +146.0% | -38.8% | +184.8% | +184.7% |
| 3Y | -61.9% | +0.6% | -62.5% | -70.0% |
| 5Y | -90.5% | -22.5% | -68.0% | -91.8% |
| All | -99.1% | +87.2% | -186.3% | -99.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 SHAK 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