+190.2%
SHEL vs FFIV
+92.2%
+98.0%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.2% | +2.8% | +2.6% |
| 7D | +1.9% | -1.5% | +3.5% | +2.2% |
| 30D | +8.7% | -2.7% | +11.3% | +9.0% |
| 3M | +11.0% | -1.7% | +12.6% | +10.8% |
| 6M | +14.6% | +36.1% | -21.6% | +7.7% |
| YTD | +33.3% | +52.6% | -19.4% | +22.3% |
| 1Y | +37.9% | +21.5% | +16.4% | +31.8% |
| 3Y | +69.7% | +142.7% | -72.9% | +39.6% |
| 5Y | +190.2% | +92.6% | +97.6% | +133.8% |
| All | +190.2% | +92.2% | +98.0% | +133.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling