-11.2%
SHOP vs FCEL
-97.2%
+86.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.6% | +5.8% | +1.1% |
| 7D | -1.2% | -2.8% | +1.6% | -0.9% |
| 30D | -14.7% | -31.6% | +16.9% | -9.9% |
| 3M | -7.2% | -52.4% | +45.2% | +1.9% |
| 6M | +54.2% | -51.4% | +105.6% | +53.4% |
| YTD | -8.6% | +32.4% | -41.0% | -32.3% |
| 1Y | +0.5% | +37.5% | -37.0% | -27.3% |
| 3Y | +135.9% | -69.3% | +205.2% | +102.0% |
| All | -11.2% | -97.2% | +86.0% | +91.1% |
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