+204.1%
SHEL vs FICO
+544.0%
-339.9%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.7% | -2.9% | -0.7% |
| 7D | -5.8% | -0.1% | -5.7% | -5.8% |
| 30D | -1.3% | +8.4% | -9.7% | -3.2% |
| 3M | +12.7% | -30.5% | +43.2% | +18.3% |
| 6M | +19.9% | -35.7% | +55.6% | +26.2% |
| YTD | +38.3% | -57.2% | +95.4% | +57.4% |
| 1Y | +35.7% | -58.4% | +94.1% | +55.3% |
| 3Y | +71.7% | -24.8% | +96.5% | +56.0% |
| 5Y | +158.4% | +79.3% | +79.2% | +66.2% |
| 10Y | +204.1% | +531.6% | -327.6% | +37.5% |
| All | +204.1% | +544.0% | -339.9% | +37.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 FICO 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