+37.9%
SHEL vs FIVE
+64.7%
-26.9%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.7% | +3.0% | +0.3% |
| 7D | +3.0% | +1.7% | +1.4% | +3.0% |
| 30D | +7.2% | +5.0% | +2.2% | +7.2% |
| 3M | +12.9% | +29.5% | -16.6% | +12.4% |
| 6M | +13.7% | +12.4% | +1.3% | +13.6% |
| YTD | +33.7% | +31.2% | +2.5% | +31.0% |
| 1Y | +37.9% | +72.9% | -35.0% | +31.2% |
| All | +37.9% | +64.7% | -26.9% | +31.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling