+197.0%
SHEL vs FE
+113.1%
+83.9%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.7% | +3.2% | +2.8% |
| 7D | +1.9% | +0.6% | +1.3% | +1.7% |
| 30D | +8.7% | -2.1% | +10.8% | +9.4% |
| 3M | +11.0% | +2.6% | +8.3% | +9.9% |
| 6M | +14.6% | -6.8% | +21.3% | +16.8% |
| YTD | +33.3% | +6.9% | +26.4% | +29.9% |
| 1Y | +37.9% | +11.6% | +26.3% | +32.4% |
| 3Y | +69.7% | +47.7% | +22.0% | +46.4% |
| 5Y | +190.2% | +46.2% | +143.9% | +148.7% |
| 10Y | +197.0% | +109.2% | +87.8% | +150.8% |
| All | +197.0% | +113.1% | +83.9% | +150.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling