+216.1%
SHEL vs FIVE
+505.3%
-289.2%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.4% | +2.1% | +1.0% |
| 7D | -1.6% | +2.4% | -4.0% | -2.0% |
| 30D | -4.3% | +15.8% | -20.1% | -7.1% |
| 3M | +10.4% | +3.8% | +6.6% | +9.1% |
| 6M | +17.5% | +18.5% | -1.0% | +12.6% |
| YTD | +37.8% | +31.2% | +6.6% | +28.4% |
| 1Y | +33.8% | +61.8% | -28.0% | +19.3% |
| 3Y | +69.1% | +39.9% | +29.2% | +47.7% |
| 5Y | +165.7% | +18.3% | +147.4% | +133.5% |
| All | +216.1% | +505.3% | -289.2% | +86.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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