+66.9%
SHEL vs FE
+44.1%
+22.8%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -1.0% |
| 7D | -8.8% | 0.0% | -8.8% | -8.8% |
| 30D | +2.3% | +5.2% | -2.9% | +1.6% |
| 3M | +11.6% | 0.0% | +11.6% | +11.5% |
| 6M | +15.7% | +5.0% | +10.6% | +14.7% |
| YTD | +38.6% | +7.9% | +30.7% | +36.6% |
| 1Y | +38.5% | +6.3% | +32.1% | +36.8% |
| 3Y | +66.9% | +46.0% | +20.9% | +53.9% |
| All | +66.9% | +44.1% | +22.8% | +53.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling