+829.1%
FCX vs SHEL
+1,194.6%
-365.5%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.7% | -3.4% | -3.3% |
| 7D | +4.4% | -1.6% | +6.0% | +5.7% |
| 30D | -16.3% | -4.3% | -12.0% | -13.7% |
| 3M | -12.5% | +10.4% | -22.9% | -20.2% |
| 6M | -8.0% | +17.5% | -25.6% | -21.4% |
| YTD | +20.1% | +37.8% | -17.7% | -11.4% |
| 1Y | +45.9% | +33.8% | +12.1% | +10.2% |
| 3Y | +86.2% | +69.1% | +17.2% | +16.0% |
| 5Y | +57.1% | +165.7% | -108.6% | -34.3% |
| 10Y | +382.5% | +212.9% | +169.6% | +69.7% |
| All | +829.1% | +1,194.6% | -365.5% | +139.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling