+210.7%
SHEL vs FICO
+544.1%
-333.4%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.9% | +0.7% |
| 7D | -3.9% | +4.0% | -7.9% | -4.6% |
| 30D | -3.7% | -1.5% | -2.2% | -3.7% |
| 3M | +9.1% | -29.8% | +38.9% | +14.3% |
| 6M | +16.7% | -33.3% | +50.0% | +22.0% |
| YTD | +36.8% | -56.9% | +93.7% | +55.6% |
| 1Y | +31.8% | -59.5% | +91.3% | +51.9% |
| 3Y | +67.9% | -26.9% | +94.8% | +54.0% |
| 5Y | +163.3% | +92.9% | +70.4% | +64.5% |
| 10Y | +210.7% | +539.5% | -328.8% | +39.2% |
| All | +210.7% | +544.1% | -333.4% | +39.2% |
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