+160.4%
SHEL vs FICO
+81.4%
+78.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -1.0% |
| 7D | -8.8% | -0.9% | -7.9% | -8.8% |
| 30D | +2.3% | +3.3% | -1.0% | +2.0% |
| 3M | +11.6% | -31.7% | +43.3% | +13.2% |
| 6M | +15.7% | -34.0% | +49.6% | +17.0% |
| YTD | +38.6% | -58.3% | +96.9% | +44.7% |
| 1Y | +38.5% | -57.9% | +96.4% | +44.4% |
| 3Y | +66.9% | -24.1% | +90.9% | +58.9% |
| All | +160.4% | +81.4% | +78.9% | +111.2% |
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 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