+191.0%
SHEL vs FIVE
+822.5%
-631.4%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -1.0% |
| 7D | -8.8% | -0.3% | -8.6% | -8.9% |
| 30D | +2.3% | +17.7% | -15.3% | -0.4% |
| 3M | +11.6% | +4.0% | +7.6% | +10.4% |
| 6M | +15.7% | +2.6% | +13.1% | +14.2% |
| YTD | +38.6% | +27.6% | +11.0% | +31.1% |
| 1Y | +38.5% | +59.9% | -21.5% | +26.0% |
| 3Y | +66.9% | +35.8% | +31.1% | +49.0% |
| 5Y | +160.6% | +14.4% | +146.1% | +133.4% |
| 10Y | +214.1% | +576.1% | -362.1% | +106.8% |
| All | +191.0% | +822.5% | -631.4% | +85.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling