+163.8%
SHEL vs FDX
+75.6%
+88.2%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.4% | +0.5% |
| 7D | -3.9% | -2.1% | -1.9% | -3.7% |
| 30D | -3.7% | +10.4% | -14.1% | -5.1% |
| 3M | +9.1% | +0.5% | +8.6% | +8.8% |
| 6M | +16.7% | +6.5% | +10.2% | +15.2% |
| YTD | +36.8% | +40.2% | -3.4% | +28.4% |
| 1Y | +31.8% | +52.1% | -20.3% | +21.9% |
| 3Y | +67.9% | +72.8% | -4.9% | +48.7% |
| All | +163.8% | +75.6% | +88.2% | +136.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling