+207.4%
SHEL vs FDX
+182.3%
+25.1%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.5% | +0.1% |
| 7D | +3.9% | -3.9% | +7.8% | +5.1% |
| 30D | +7.0% | -3.3% | +10.3% | +7.9% |
| 3M | +12.5% | -2.0% | +14.5% | +12.7% |
| 6M | +14.8% | +8.0% | +6.7% | +10.8% |
| YTD | +34.2% | +35.0% | -0.8% | +20.3% |
| 1Y | +37.0% | +73.7% | -36.7% | +13.0% |
| 3Y | +70.9% | +61.6% | +9.3% | +38.7% |
| 5Y | +192.5% | +65.4% | +127.2% | +126.1% |
| All | +207.4% | +182.3% | +25.1% | +69.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling