+2,595.5%
SHEL vs FDX
+4,252.1%
-1,656.7%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.4% | +0.4% |
| 7D | -3.9% | -2.1% | -1.9% | -3.5% |
| 30D | -3.7% | +10.4% | -14.1% | -6.2% |
| 3M | +9.1% | +0.5% | +8.6% | +8.6% |
| 6M | +16.7% | +6.5% | +10.2% | +14.1% |
| YTD | +36.8% | +40.2% | -3.4% | +23.9% |
| 1Y | +31.8% | +52.1% | -20.3% | +16.8% |
| 3Y | +67.9% | +72.8% | -4.9% | +40.3% |
| 5Y | +163.3% | +76.3% | +87.0% | +112.3% |
| 10Y | +210.7% | +155.7% | +54.9% | +118.1% |
| All | +2,595.5% | +4,252.1% | -1,656.7% | +1,232.8% |
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