+33.8%
SHEL vs FDS
+23.2%
+10.6%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.7% | +0.7% |
| 7D | -1.6% | -2.6% | +1.0% | -1.6% |
| 30D | -4.3% | +14.1% | -18.4% | -4.1% |
| 3M | +10.4% | +19.8% | -9.4% | +10.7% |
| 6M | +17.5% | +55.0% | -37.4% | +17.9% |
| YTD | +37.8% | +15.9% | +21.9% | +33.5% |
| 1Y | +33.8% | +24.2% | +9.6% | +30.9% |
| All | +33.8% | +23.2% | +10.6% | +30.9% |
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