-99.7%
FCEL vs SHAK
+34.1%
-133.7%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -6.5% | -0.2% | -4.1% |
| 7D | +15.1% | -7.2% | +22.3% | +18.4% |
| 30D | -16.4% | -11.8% | -4.6% | -12.3% |
| 3M | -5.3% | +17.2% | -22.4% | -13.2% |
| 6M | +124.5% | -34.1% | +158.7% | +148.8% |
| YTD | +126.7% | -22.4% | +149.0% | +131.6% |
| 1Y | +219.9% | -35.9% | +255.8% | +258.1% |
| 3Y | -61.6% | -3.4% | -58.3% | -67.5% |
| 5Y | -90.5% | -25.4% | -65.1% | -91.3% |
| 10Y | -99.1% | +83.4% | -182.5% | -99.4% |
| All | -99.7% | +34.1% | -133.7% | -99.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling