+2,460.3%
SHEL vs FITB
+2,855.6%
-395.4%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.7% |
| 7D | +2.2% | +0.6% | +1.6% | +2.1% |
| 30D | +6.8% | -4.7% | +11.6% | +7.9% |
| 3M | +8.1% | +6.7% | +1.4% | +6.4% |
| 6M | +14.4% | +12.6% | +1.9% | +10.9% |
| YTD | +30.0% | +19.1% | +10.8% | +24.2% |
| 1Y | +33.3% | +22.6% | +10.7% | +26.3% |
| 3Y | +66.4% | +127.1% | -60.7% | +35.8% |
| 5Y | +178.6% | +71.8% | +106.8% | +137.7% |
| 10Y | +198.4% | +287.2% | -88.8% | +112.1% |
| All | +2,460.3% | +2,855.6% | -395.4% | +1,263.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling