+2,614.8%
SHEL vs FDX
+4,207.2%
-1,592.4%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +1.0% |
| 7D | -1.6% | +0.8% | -2.3% | -1.8% |
| 30D | -4.3% | +9.9% | -14.2% | -6.7% |
| 3M | +10.4% | -1.9% | +12.3% | +10.6% |
| 6M | +17.5% | +6.1% | +11.5% | +15.0% |
| YTD | +37.8% | +38.8% | -1.0% | +25.1% |
| 1Y | +33.8% | +50.0% | -16.2% | +18.9% |
| 3Y | +69.1% | +71.0% | -1.9% | +41.6% |
| 5Y | +165.7% | +72.5% | +93.2% | +115.4% |
| 10Y | +212.9% | +153.1% | +59.8% | +120.2% |
| All | +2,614.8% | +4,207.2% | -1,592.4% | +1,245.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling