-79.1%
FIG vs SHEL
+36.1%
-115.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.7% | -5.0% | -4.5% |
| 7D | -16.3% | +2.2% | -18.6% | -16.6% |
| 30D | -14.3% | +6.8% | -21.2% | -15.2% |
| 3M | +7.2% | +8.1% | -1.0% | +4.8% |
| 6M | -18.6% | +14.4% | -33.0% | -21.1% |
| YTD | -35.5% | +30.0% | -65.4% | -39.1% |
| 1Y | -55.8% | +33.3% | -89.1% | -60.0% |
| All | -79.1% | +36.1% | -115.2% | -82.3% |
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