+207.3%
SHEL vs FIS
-41.9%
+249.2%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.4% | +3.7% | +1.4% |
| 7D | +3.0% | -9.1% | +12.1% | +6.0% |
| 30D | +7.2% | -10.4% | +17.7% | +10.7% |
| 3M | +12.9% | -3.7% | +16.6% | +13.2% |
| 6M | +13.7% | -24.8% | +38.5% | +23.1% |
| YTD | +33.7% | -41.6% | +75.2% | +57.1% |
| 1Y | +37.9% | -42.7% | +80.6% | +62.7% |
| 3Y | +70.2% | -26.2% | +96.5% | +75.8% |
| 5Y | +192.3% | -66.1% | +258.5% | +308.9% |
| 10Y | +207.3% | -40.9% | +248.2% | +262.0% |
| All | +207.3% | -41.9% | +249.2% | +262.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 10y: compounded portfolio wealth divided by compounded FIS 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…
10y analysis · Full analysis span regression · 6 months rolling