+162.6%
SHEL vs FCEL
-97.2%
+259.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -5.6% | +6.9% | +1.5% |
| 7D | +0.8% | -2.8% | +3.6% | +0.8% |
| 30D | -3.6% | -31.6% | +28.1% | -2.7% |
| 3M | +12.0% | -52.4% | +64.4% | +14.0% |
| 6M | +19.7% | -51.4% | +71.1% | +19.9% |
| YTD | +39.6% | +32.4% | +7.2% | +32.6% |
| 1Y | +36.4% | +37.5% | -1.1% | +29.0% |
| 3Y | +70.2% | -69.3% | +139.5% | +65.6% |
| All | +162.6% | -97.2% | +259.8% | +205.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling