+197.0%
SHEL vs FAST
+506.4%
-309.4%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.4% | +3.0% | +2.7% |
| 7D | +1.9% | +1.3% | +0.6% | +1.6% |
| 30D | +8.7% | -4.7% | +13.4% | +10.0% |
| 3M | +11.0% | +7.9% | +3.0% | +8.3% |
| 6M | +14.6% | +7.4% | +7.1% | +11.4% |
| YTD | +33.3% | +25.1% | +8.2% | +23.6% |
| 1Y | +37.9% | +4.7% | +33.2% | +34.5% |
| 3Y | +69.7% | +94.7% | -25.0% | +34.0% |
| 5Y | +190.1% | +106.8% | +83.4% | +119.5% |
| 10Y | +197.0% | +507.7% | -310.7% | +66.3% |
| All | +197.0% | +506.4% | -309.4% | +66.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FAST.
Daily Out/Under-Performance
Portfolio return minus FAST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FAST 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 FAST 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