-80.9%
FIG vs SHEL
+40.0%
-120.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.3% | -3.5% | -3.3% |
| 7D | -14.5% | +3.0% | -17.5% | -14.8% |
| 30D | -13.3% | +7.2% | -20.5% | -14.1% |
| 3M | +7.4% | +12.9% | -5.5% | +4.3% |
| 6M | -27.8% | +13.7% | -41.5% | -29.7% |
| YTD | -41.1% | +33.7% | -74.8% | -44.6% |
| 1Y | -58.7% | +37.9% | -96.6% | -63.2% |
| All | -80.9% | +40.0% | -120.9% | -83.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling