+2,460.3%
SHEL vs FDX
+4,233.7%
-1,773.4%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.2% | +0.8% |
| 7D | +2.2% | -2.5% | +4.8% | +2.9% |
| 30D | +6.8% | +3.8% | +3.0% | +5.7% |
| 3M | +8.1% | -1.3% | +9.4% | +8.1% |
| 6M | +14.4% | +5.0% | +9.4% | +11.9% |
| YTD | +30.0% | +39.6% | -9.7% | +18.0% |
| 1Y | +33.3% | +81.1% | -47.8% | +13.0% |
| 3Y | +66.4% | +63.0% | +3.4% | +41.3% |
| 5Y | +178.6% | +65.6% | +113.0% | +128.3% |
| 10Y | +198.4% | +183.4% | +15.1% | +104.8% |
| All | +2,460.3% | +4,233.7% | -1,773.4% | +1,170.0% |
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 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