+190.2%
SHEL vs FIS
-64.6%
+254.7%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -5.9% | +8.4% | +3.3% |
| 7D | +1.9% | -3.5% | +5.4% | +2.3% |
| 30D | +8.7% | -7.8% | +16.5% | +9.7% |
| 3M | +11.0% | +0.8% | +10.1% | +10.4% |
| 6M | +14.6% | -21.9% | +36.5% | +18.0% |
| YTD | +33.3% | -39.5% | +72.8% | +42.6% |
| 1Y | +37.9% | -41.0% | +78.9% | +48.0% |
| 3Y | +69.7% | -23.6% | +93.4% | +71.7% |
| 5Y | +190.2% | -65.6% | +255.8% | +237.5% |
| All | +190.2% | -64.6% | +254.7% | +237.5% |
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