+207.4%
SHEL vs FFIV
+238.2%
-30.7%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +0.8% |
| 7D | +3.9% | +1.6% | +2.3% | +3.4% |
| 30D | +7.0% | -3.7% | +10.7% | +7.9% |
| 3M | +12.5% | +2.0% | +10.5% | +11.0% |
| 6M | +14.8% | +39.3% | -24.5% | +2.6% |
| YTD | +34.2% | +56.1% | -21.9% | +15.2% |
| 1Y | +37.0% | +22.0% | +15.0% | +26.4% |
| 3Y | +70.9% | +148.2% | -77.3% | +21.0% |
| 5Y | +192.5% | +96.3% | +96.2% | +117.8% |
| All | +207.4% | +238.2% | -30.7% | +73.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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