-4.9%
SHOP vs FCEL
+32.6%
-37.5%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -6.0% | +13.3% | +7.4% |
| 7D | -9.0% | -14.9% | +5.8% | -8.9% |
| 30D | -4.4% | -41.7% | +37.2% | -4.2% |
| 3M | +24.1% | -53.2% | +77.3% | +24.8% |
| 6M | +20.0% | -19.0% | +39.0% | +14.2% |
| YTD | -4.9% | +44.2% | -49.1% | -18.3% |
| 1Y | -4.9% | +42.4% | -47.3% | -20.4% |
| All | -4.9% | +32.6% | -37.5% | -20.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling