+602.5%
SHEL vs FE
+563.2%
+39.3%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.9% |
| 7D | -8.8% | 0.0% | -8.8% | -8.8% |
| 30D | +2.3% | +5.2% | -2.9% | +0.3% |
| 3M | +11.6% | 0.0% | +11.6% | +11.4% |
| 6M | +15.7% | +5.0% | +10.6% | +13.1% |
| YTD | +38.6% | +7.9% | +30.7% | +33.8% |
| 1Y | +38.5% | +6.3% | +32.1% | +34.4% |
| 3Y | +66.9% | +46.0% | +20.9% | +40.9% |
| 5Y | +160.6% | +45.6% | +114.9% | +117.4% |
| 10Y | +214.1% | +109.3% | +104.8% | +115.3% |
| All | +602.5% | +563.2% | +39.3% | +214.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling