+71.5%
SHEL vs FISV
-57.6%
+129.1%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.4% | -4.6% | +0.7% |
| 7D | +4.1% | -2.7% | +6.8% | +4.2% |
| 30D | +8.4% | 0.0% | +8.3% | +8.3% |
| 3M | +13.7% | -2.8% | +16.5% | +13.7% |
| 6M | +12.7% | -11.8% | +24.5% | +13.0% |
| YTD | +35.3% | -23.2% | +58.5% | +36.2% |
| 1Y | +39.4% | -62.0% | +101.4% | +43.5% |
| 3Y | +71.5% | -57.6% | +129.1% | +74.9% |
| All | +71.5% | -57.6% | +129.1% | +74.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FISV.
Daily Out/Under-Performance
Portfolio return minus FISV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FISV 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 FISV 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