+559.0%
SHEL vs FE
+561.4%
-2.5%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.2% | +0.9% |
| 7D | +2.2% | +1.9% | +0.3% | +1.5% |
| 30D | +6.8% | -1.2% | +8.0% | +7.3% |
| 3M | +8.1% | +3.5% | +4.6% | +6.5% |
| 6M | +14.4% | -6.1% | +20.5% | +16.8% |
| YTD | +30.0% | +7.6% | +22.4% | +25.7% |
| 1Y | +33.3% | +11.9% | +21.4% | +26.9% |
| 3Y | +66.4% | +48.4% | +18.0% | +39.5% |
| 5Y | +178.6% | +44.8% | +133.8% | +132.8% |
| 10Y | +198.4% | +115.9% | +82.5% | +101.7% |
| All | +559.0% | +561.4% | -2.5% | +195.6% |
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