+493.6%
SHEL vs FFIV
+6,097.9%
-5,604.2%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.5% | +0.8% |
| 7D | -1.6% | +1.9% | -3.5% | -1.7% |
| 30D | -4.3% | -33.3% | +29.0% | -1.0% |
| 3M | +10.4% | -24.9% | +35.3% | +12.8% |
| 6M | +17.5% | -10.5% | +28.1% | +18.1% |
| YTD | +37.8% | +24.4% | +13.4% | +33.9% |
| 1Y | +33.8% | +32.3% | +1.5% | +29.2% |
| 3Y | +69.1% | +99.7% | -30.6% | +56.3% |
| 5Y | +165.7% | +38.4% | +127.3% | +152.3% |
| 10Y | +212.9% | +125.0% | +87.9% | +183.0% |
| All | +493.6% | +6,097.9% | -5,604.2% | +364.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling