+457.5%
SHEL vs FIS
+238.5%
+219.0%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.2% | -2.8% | -0.1% |
| 7D | +0.8% | +2.8% | -2.0% | -0.3% |
| 30D | -3.6% | -16.7% | +13.1% | +0.7% |
| 3M | +12.0% | -32.3% | +44.3% | +25.1% |
| 6M | +19.7% | -29.1% | +48.8% | +30.6% |
| YTD | +39.6% | -54.1% | +93.8% | +75.3% |
| 1Y | +36.4% | -53.7% | +90.2% | +70.6% |
| 3Y | +70.2% | -38.8% | +109.0% | +86.7% |
| 5Y | +169.2% | -71.1% | +240.3% | +269.5% |
| 10Y | +217.1% | -53.1% | +270.2% | +263.6% |
| All | +457.5% | +238.5% | +219.0% | +236.7% |
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