+192.3%
SHEL vs FITB
+70.3%
+122.1%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.4% |
| 7D | +3.0% | -0.4% | +3.4% | +3.1% |
| 30D | +7.2% | -5.1% | +12.4% | +8.5% |
| 3M | +12.9% | +3.5% | +9.3% | +11.6% |
| 6M | +13.7% | +17.2% | -3.5% | +8.5% |
| YTD | +33.7% | +17.6% | +16.0% | +26.9% |
| 1Y | +37.9% | +23.4% | +14.5% | +28.9% |
| 3Y | +70.2% | +129.7% | -59.5% | +29.5% |
| 5Y | +192.3% | +68.4% | +123.9% | +124.0% |
| All | +192.3% | +70.3% | +122.1% | +124.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling