+33.3%
SHEL vs FDS
-17.4%
+50.7%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.5% | +4.2% | +0.6% |
| 7D | +2.2% | -1.9% | +4.1% | +2.2% |
| 30D | +6.8% | +9.0% | -2.2% | +6.9% |
| 3M | +8.1% | +18.9% | -10.7% | +8.2% |
| 6M | +14.4% | +35.1% | -20.7% | +14.4% |
| YTD | +30.0% | +5.5% | +24.5% | +28.2% |
| 1Y | +33.3% | -16.8% | +50.1% | +31.5% |
| All | +33.3% | -17.4% | +50.7% | +31.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 1y: compounded portfolio wealth divided by compounded FDS 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…
1y analysis · Full analysis span regression · 6 months rolling