+69.7%
SHEL vs FFIV
+141.9%
-72.2%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.2% | +2.8% | +2.6% |
| 7D | +1.9% | -1.5% | +3.5% | +2.1% |
| 30D | +8.7% | -2.7% | +11.3% | +8.9% |
| 3M | +11.0% | -1.7% | +12.6% | +10.8% |
| 6M | +14.6% | +36.1% | -21.6% | +8.7% |
| YTD | +33.3% | +52.6% | -19.4% | +24.0% |
| 1Y | +37.9% | +21.5% | +16.4% | +32.9% |
| 3Y | +69.7% | +142.7% | -72.9% | +47.3% |
| All | +69.7% | +141.9% | -72.2% | +47.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling