+179.0%
SHEL vs FICO
+99.8%
+79.2%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -16.7% | +17.4% | +1.5% |
| 7D | +2.2% | -19.2% | +21.4% | +3.3% |
| 30D | +6.8% | -14.6% | +21.4% | +7.5% |
| 3M | +8.1% | -20.1% | +28.2% | +8.9% |
| 6M | +14.4% | -36.3% | +50.7% | +16.8% |
| YTD | +30.0% | -44.9% | +74.8% | +34.1% |
| 1Y | +33.3% | -38.6% | +71.9% | +35.9% |
| 3Y | +66.4% | +4.0% | +62.5% | +56.6% |
| All | +179.0% | +99.8% | +79.2% | +138.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling