+43.3%
SHEL vs FDX
+65.6%
-22.4%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.6% | -5.8% | -2.0% |
| 7D | -3.2% | +8.1% | -11.3% | -2.7% |
| 30D | +5.5% | +13.9% | -8.4% | +6.3% |
| 3M | +14.4% | +5.5% | +8.8% | +14.7% |
| 6M | +16.2% | +15.1% | +1.0% | +17.3% |
| YTD | +42.4% | +43.2% | -0.8% | +42.8% |
| 1Y | +43.3% | +65.0% | -21.8% | +42.9% |
| All | +43.3% | +65.6% | -22.4% | +42.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 FDX 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