+1,315.5%
FERG vs SHEL
+255.2%
+1,060.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.4% |
| 7D | +0.9% | +3.0% | -2.1% | +0.6% |
| 30D | -15.1% | +7.2% | -22.3% | -15.7% |
| 3M | -4.8% | +12.9% | -17.7% | -6.1% |
| 6M | -2.5% | +13.7% | -16.2% | -4.0% |
| YTD | +1.8% | +33.7% | -31.9% | -1.6% |
| 1Y | -0.3% | +37.9% | -38.2% | -4.0% |
| 3Y | +52.9% | +70.2% | -17.3% | +44.1% |
| 5Y | +69.3% | +192.3% | -123.0% | +53.7% |
| 10Y | +352.7% | +207.3% | +145.4% | +315.1% |
| All | +1,315.5% | +255.2% | +1,060.3% | +1,273.4% |
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 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