+418.8%
SHEL vs FIS
+374.5%
+44.3%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.6% | +1.0% |
| 7D | +2.2% | +1.1% | +1.2% | +1.8% |
| 30D | +6.8% | -2.2% | +9.1% | +7.4% |
| 3M | +8.1% | +2.1% | +6.0% | +6.5% |
| 6M | +14.4% | -14.7% | +29.1% | +19.1% |
| YTD | +30.0% | -35.7% | +65.7% | +48.5% |
| 1Y | +33.3% | -37.1% | +70.4% | +53.0% |
| 3Y | +66.4% | -20.0% | +86.5% | +70.0% |
| 5Y | +178.6% | -62.1% | +240.7% | +256.0% |
| 10Y | +198.4% | -37.4% | +235.8% | +217.1% |
| All | +418.8% | +374.5% | +44.3% | +185.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling