+69.7%
SHEL vs FIS
-22.6%
+92.4%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -5.9% | +8.4% | +2.9% |
| 7D | +1.9% | -3.5% | +5.4% | +2.1% |
| 30D | +8.7% | -7.8% | +16.5% | +9.2% |
| 3M | +11.0% | +0.8% | +10.1% | +10.6% |
| 6M | +14.6% | -21.9% | +36.5% | +16.6% |
| YTD | +33.3% | -39.5% | +72.8% | +39.6% |
| 1Y | +37.9% | -41.0% | +78.9% | +44.9% |
| 3Y | +69.7% | -23.6% | +93.4% | +68.6% |
| All | +69.7% | -22.6% | +92.4% | +68.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling