-52.0%
FIG vs SHEL
+35.5%
-87.6%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.3% | +1.5% | +2.7% |
| 7D | +3.4% | +0.8% | +2.6% | +3.3% |
| 30D | -9.5% | -3.6% | -5.9% | -9.4% |
| 3M | -26.2% | +12.0% | -38.2% | -26.5% |
| 6M | +2.7% | +19.7% | -17.0% | +0.5% |
| YTD | -48.0% | +39.6% | -87.6% | -46.7% |
| 1Y | -52.0% | +36.4% | -88.5% | -49.9% |
| All | -52.0% | +35.5% | -87.6% | -49.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling