+220.3%
SHEL vs FFIV
+118.6%
+101.7%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.7% | +4.0% | +2.1% |
| 7D | +0.8% | -0.5% | +1.3% | +0.9% |
| 30D | -3.6% | -32.4% | +28.8% | +6.1% |
| 3M | +12.0% | -25.7% | +37.7% | +19.4% |
| 6M | +19.7% | -13.5% | +33.2% | +21.2% |
| YTD | +39.6% | +21.1% | +18.5% | +26.3% |
| 1Y | +36.4% | +29.4% | +7.0% | +20.6% |
| 3Y | +70.2% | +94.9% | -24.7% | +26.0% |
| 5Y | +169.2% | +34.7% | +134.5% | +122.7% |
| All | +220.3% | +118.6% | +101.7% | +94.5% |
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