+162.6%
SHEL vs FAST
+106.5%
+56.2%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +2.0% | +1.4% |
| 7D | +0.8% | +4.2% | -3.4% | +0.1% |
| 30D | -3.6% | +6.7% | -10.3% | -4.6% |
| 3M | +12.0% | +8.0% | +4.0% | +10.6% |
| 6M | +19.7% | +27.4% | -7.7% | +14.8% |
| YTD | +39.6% | +40.5% | -0.9% | +30.8% |
| 1Y | +36.4% | +38.4% | -1.9% | +28.1% |
| 3Y | +70.2% | +98.7% | -28.5% | +46.9% |
| All | +162.6% | +106.5% | +56.2% | +117.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling