+207.4%
SHEL vs FCEL
-99.2%
+306.6%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.9% | +6.3% | +0.6% |
| 7D | +3.9% | +6.3% | -2.3% | +3.6% |
| 30D | +7.0% | -18.8% | +25.8% | +7.5% |
| 3M | +12.5% | -3.8% | +16.3% | +11.3% |
| 6M | +14.8% | +121.1% | -106.4% | +8.7% |
| YTD | +34.2% | +113.3% | -79.1% | +26.8% |
| 1Y | +37.0% | +173.5% | -136.5% | +27.2% |
| 3Y | +70.9% | -63.9% | +134.8% | +65.7% |
| 5Y | +192.5% | -90.7% | +283.2% | +191.7% |
| All | +207.4% | -99.2% | +306.6% | +210.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling