+69.4%
SHEL vs FCEL
-61.1%
+130.5%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.7% | +7.0% | +0.4% |
| 7D | +3.0% | +15.1% | -12.1% | +2.7% |
| 30D | +7.2% | -16.4% | +23.7% | +7.4% |
| 3M | +12.9% | -5.3% | +18.1% | +12.0% |
| 6M | +13.7% | +124.5% | -110.8% | +9.0% |
| YTD | +33.7% | +126.7% | -93.0% | +27.8% |
| 1Y | +37.9% | +219.9% | -182.0% | +29.6% |
| All | +69.4% | -61.1% | +130.5% | +62.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling