+162.6%
SHEL vs FIS
-71.2%
+233.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.2% | -2.8% | +0.8% |
| 7D | +0.8% | +2.8% | -2.0% | +0.4% |
| 30D | -3.6% | -16.7% | +13.1% | -1.9% |
| 3M | +12.0% | -32.3% | +44.3% | +17.0% |
| 6M | +19.7% | -29.1% | +48.8% | +24.0% |
| YTD | +39.6% | -54.1% | +93.8% | +54.0% |
| 1Y | +36.4% | -53.7% | +90.2% | +50.2% |
| 3Y | +70.2% | -38.8% | +109.0% | +75.7% |
| All | +162.6% | -71.2% | +233.9% | +211.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling