+2,460.3%
SHEL vs FICO
+104,095.6%
-101,635.3%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -16.7% | +17.4% | +3.1% |
| 7D | +2.2% | -19.2% | +21.4% | +5.1% |
| 30D | +6.8% | -14.6% | +21.4% | +8.8% |
| 3M | +8.1% | -20.1% | +28.2% | +10.5% |
| 6M | +14.4% | -36.3% | +50.7% | +19.8% |
| YTD | +30.0% | -44.9% | +74.8% | +38.7% |
| 1Y | +33.3% | -38.6% | +71.9% | +39.2% |
| 3Y | +66.4% | +4.0% | +62.5% | +56.5% |
| 5Y | +178.6% | +99.5% | +79.0% | +131.6% |
| 10Y | +198.4% | +604.7% | -406.3% | +105.2% |
| All | +2,460.3% | +104,095.6% | -101,635.3% | +1,041.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling