+81.0%
F vs SHEL
+209.5%
-128.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.9% | +0.7% |
| 7D | -0.6% | -5.8% | +5.1% | +2.1% |
| 30D | +2.9% | -1.3% | +4.2% | +3.2% |
| 3M | -9.5% | +12.7% | -22.2% | -14.8% |
| 6M | +4.0% | +19.9% | -15.8% | -5.7% |
| YTD | -1.3% | +38.3% | -39.5% | -17.6% |
| 1Y | -1.9% | +35.7% | -37.6% | -17.5% |
| 3Y | +53.5% | +71.7% | -18.2% | +13.6% |
| 5Y | -15.1% | +158.4% | -173.6% | -50.4% |
| 10Y | +81.0% | +204.1% | -123.1% | -5.4% |
| All | +81.0% | +209.5% | -128.5% | -5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SHEL.
Daily Out/Under-Performance
Portfolio return minus SHEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHEL 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 10y: compounded portfolio wealth divided by compounded SHEL 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…
10y analysis · Full analysis span regression · 6 months rolling