+8,434.7%
SHOP vs FCEL
-99.7%
+8,534.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.5% | -0.7% |
| 7D | -5.1% | -15.8% | +10.7% | -3.8% |
| 30D | +0.6% | -29.3% | +29.9% | +3.2% |
| 3M | +25.0% | -30.1% | +55.2% | +24.8% |
| 6M | +11.9% | +74.4% | -62.5% | -0.6% |
| YTD | -9.9% | +104.5% | -114.4% | -21.7% |
| 1Y | 0.0% | +281.4% | -281.4% | -19.6% |
| 3Y | +117.5% | -66.1% | +183.6% | +104.7% |
| 5Y | -6.6% | -91.9% | +85.2% | -1.5% |
| 10Y | +3,320.3% | -99.2% | +3,419.5% | +3,969.0% |
| All | +8,434.7% | -99.7% | +8,534.4% | +9,735.6% |
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