+36.5%
SHEL vs FDX
+72.3%
-35.8%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.2% |
| 7D | +3.0% | -2.3% | +5.3% | +2.9% |
| 30D | +7.2% | -4.9% | +12.1% | +7.0% |
| 3M | +12.9% | -6.5% | +19.3% | +12.6% |
| 6M | +13.7% | +6.7% | +7.0% | +14.0% |
| YTD | +33.7% | +33.9% | -0.2% | +30.5% |
| All | +36.5% | +72.3% | -35.8% | +27.3% |
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