+192.3%
SHEL vs FDS
-23.5%
+215.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.4% | +3.7% | +0.6% |
| 7D | +3.0% | -8.8% | +11.8% | +3.9% |
| 30D | +7.2% | -1.4% | +8.6% | +7.2% |
| 3M | +12.9% | +13.9% | -1.0% | +10.8% |
| 6M | +13.7% | +27.4% | -13.7% | +9.6% |
| YTD | +33.7% | -2.5% | +36.1% | +33.7% |
| 1Y | +37.9% | -23.8% | +61.7% | +44.0% |
| 3Y | +70.2% | -32.5% | +102.7% | +80.4% |
| 5Y | +192.3% | -23.2% | +215.5% | +215.7% |
| All | +192.3% | -23.5% | +215.8% | +215.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling