+1,955.0%
SHEL vs FCEL
-99.8%
+2,054.7%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.9% | -1.1% | +0.7% |
| 7D | +4.1% | +6.3% | -2.2% | +3.6% |
| 30D | +8.4% | -26.7% | +35.1% | +10.0% |
| 3M | +13.7% | -10.2% | +23.9% | +12.2% |
| 6M | +12.7% | +123.5% | -110.8% | +3.2% |
| YTD | +35.3% | +117.4% | -82.1% | +23.5% |
| 1Y | +39.4% | +146.0% | -106.6% | +24.6% |
| 3Y | +71.5% | -61.9% | +133.4% | +62.4% |
| 5Y | +195.0% | -90.5% | +285.5% | +192.6% |
| 10Y | +211.1% | -99.1% | +310.2% | +190.3% |
| All | +1,955.0% | -99.8% | +2,054.7% | +1,660.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling