+210.0%
SHEL vs FITB
+290.8%
-80.8%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.6% |
| 7D | +4.1% | -0.3% | +4.4% | +4.2% |
| 30D | +8.4% | -5.7% | +14.1% | +10.8% |
| 3M | +13.7% | +3.2% | +10.5% | +11.8% |
| 6M | +12.7% | +23.4% | -10.7% | +2.2% |
| YTD | +35.3% | +18.8% | +16.5% | +23.8% |
| 1Y | +39.4% | +25.0% | +14.4% | +24.3% |
| 3Y | +71.5% | +131.2% | -59.7% | +11.7% |
| 5Y | +195.0% | +70.7% | +124.3% | +110.3% |
| All | +210.0% | +290.8% | -80.8% | +41.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 10y: compounded portfolio wealth divided by compounded FITB 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…
10y analysis · Full analysis span regression · 6 months rolling