+66.9%
SHEL vs FFIV
+102.8%
-36.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.6% |
| 7D | -6.7% | -4.2% | -2.5% | -6.3% |
| 30D | -2.9% | -33.9% | +31.0% | +0.8% |
| 3M | +9.1% | -22.6% | +31.7% | +11.0% |
| 6M | +17.9% | -10.4% | +28.3% | +17.1% |
| YTD | +36.0% | +24.3% | +11.7% | +28.1% |
| 1Y | +31.8% | +31.8% | 0.0% | +22.9% |
| 3Y | +66.9% | +99.5% | -32.6% | +41.8% |
| All | +66.9% | +102.8% | -36.0% | +41.8% |
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