+43.3%
SHEL vs FE
+6.1%
+37.2%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | -3.2% | +1.7% | -4.8% | -3.3% |
| 30D | +5.5% | +8.1% | -2.6% | +4.7% |
| 3M | +14.4% | -1.3% | +15.7% | +14.6% |
| 6M | +16.2% | +2.9% | +13.3% | +15.7% |
| YTD | +42.4% | +8.6% | +33.9% | +38.5% |
| 1Y | +43.3% | +6.3% | +36.9% | +39.5% |
| All | +43.3% | +6.1% | +37.2% | +39.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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