+162.6%
SHEL vs FICO
+91.4%
+71.2%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.3% |
| 7D | +0.8% | +2.2% | -1.4% | +0.7% |
| 30D | -3.6% | +0.1% | -3.7% | -3.6% |
| 3M | +12.0% | -35.2% | +47.2% | +14.0% |
| 6M | +19.7% | -32.4% | +52.1% | +20.9% |
| YTD | +39.6% | -57.4% | +97.0% | +45.4% |
| 1Y | +36.4% | -58.5% | +95.0% | +42.3% |
| 3Y | +70.2% | -28.9% | +99.1% | +64.0% |
| All | +162.6% | +91.4% | +71.2% | +114.5% |
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 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