+66.4%
SHEL vs FICO
+4.8%
+61.6%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -16.7% | +17.4% | +0.9% |
| 7D | +2.2% | -19.2% | +21.4% | +2.5% |
| 30D | +6.8% | -14.6% | +21.4% | +7.0% |
| 3M | +8.1% | -20.1% | +28.2% | +8.2% |
| 6M | +14.4% | -36.3% | +50.7% | +15.4% |
| YTD | +30.0% | -44.9% | +74.8% | +31.8% |
| 1Y | +33.3% | -38.6% | +71.9% | +34.4% |
| All | +66.4% | +4.8% | +61.6% | +57.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling