+139.4%
SHOP vs FCEL
-64.6%
+204.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +6.5% | -4.7% | +1.6% |
| 7D | -2.5% | +3.9% | -6.4% | -2.6% |
| 30D | -16.7% | -33.1% | +16.4% | -15.7% |
| 3M | -2.2% | -43.0% | +40.8% | -0.8% |
| 6M | +45.6% | -31.3% | +76.9% | +42.5% |
| YTD | -7.3% | +49.8% | -57.1% | -15.4% |
| 1Y | -6.1% | +48.2% | -54.3% | -14.5% |
| All | +139.4% | -64.6% | +204.0% | +152.2% |
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 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