-80.8%
FIG vs SHEL
+40.5%
-121.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.5% |
| 7D | -12.2% | +3.9% | -16.1% | -12.6% |
| 30D | -11.0% | +7.0% | -17.9% | -11.7% |
| 3M | +11.9% | +12.5% | -0.6% | +8.8% |
| 6M | -21.9% | +14.8% | -36.7% | -24.1% |
| YTD | -40.8% | +34.2% | -74.9% | -44.3% |
| 1Y | -56.6% | +37.0% | -93.6% | -60.5% |
| All | -80.8% | +40.5% | -121.3% | -83.8% |
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