+33.3%
SHEL vs FDX
+80.8%
-47.5%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.2% | +0.7% |
| 7D | +2.2% | -2.5% | +4.8% | +2.2% |
| 30D | +6.8% | +3.8% | +3.0% | +6.9% |
| 3M | +8.1% | -1.3% | +9.4% | +8.1% |
| 6M | +14.4% | +5.0% | +9.4% | +15.4% |
| YTD | +30.0% | +39.6% | -9.7% | +27.3% |
| 1Y | +33.3% | +81.1% | -47.8% | +25.7% |
| All | +33.3% | +80.8% | -47.5% | +25.7% |
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