+210.0%
SHEL vs FANG
+182.5%
+27.5%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | +4.1% | +2.9% | +1.2% | +2.9% |
| 30D | +8.4% | +2.6% | +5.8% | +7.1% |
| 3M | +13.7% | +7.6% | +6.1% | +10.0% |
| 6M | +12.7% | +17.3% | -4.6% | +4.6% |
| YTD | +35.3% | +38.7% | -3.4% | +16.7% |
| 1Y | +39.4% | +51.6% | -12.3% | +15.4% |
| 3Y | +71.5% | +50.0% | +21.5% | +39.0% |
| 5Y | +195.0% | +237.6% | -42.5% | +66.0% |
| All | +210.0% | +182.5% | +27.5% | +35.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 FANG 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