-90.6%
FCEL vs SHAK
-22.8%
-67.8%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.2% | -1.2% | +0.6% |
| 7D | +6.3% | -8.3% | +14.6% | +10.2% |
| 30D | -26.7% | -12.6% | -14.0% | -22.5% |
| 3M | -10.2% | +9.1% | -19.3% | -15.8% |
| 6M | +123.5% | -31.2% | +154.7% | +145.8% |
| YTD | +117.4% | -21.6% | +139.0% | +120.0% |
| 1Y | +146.0% | -38.8% | +184.8% | +185.9% |
| 3Y | -61.9% | +0.6% | -62.5% | -72.5% |
| All | -90.6% | -22.8% | -67.8% | -93.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling