+2,460.3%
SHEL vs FAST
+71,032.6%
-68,572.3%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.5% |
| 7D | +2.2% | -0.4% | +2.6% | +2.3% |
| 30D | +6.8% | -0.8% | +7.6% | +7.0% |
| 3M | +8.1% | +5.8% | +2.4% | +6.5% |
| 6M | +14.4% | +8.0% | +6.4% | +11.8% |
| YTD | +30.0% | +25.6% | +4.3% | +22.5% |
| 1Y | +33.3% | +0.8% | +32.5% | +31.8% |
| 3Y | +66.4% | +86.1% | -19.7% | +41.5% |
| 5Y | +178.6% | +100.2% | +78.4% | +130.0% |
| 10Y | +198.4% | +494.2% | -295.8% | +89.3% |
| All | +2,460.3% | +71,032.6% | -68,572.3% | +603.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling