+190.4%
SHEL vs FIVE
+874.1%
-683.7%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.6% | -5.8% | -1.1% |
| 7D | -5.8% | +6.2% | -12.0% | -6.8% |
| 30D | -1.3% | +18.2% | -19.5% | -4.0% |
| 3M | +12.7% | +3.8% | +8.9% | +11.6% |
| 6M | +19.9% | +13.7% | +6.1% | +16.3% |
| YTD | +38.3% | +34.7% | +3.5% | +29.7% |
| 1Y | +35.7% | +66.6% | -31.0% | +22.6% |
| 3Y | +71.7% | +44.3% | +27.4% | +51.7% |
| 5Y | +158.4% | +18.8% | +139.7% | +130.3% |
| 10Y | +204.1% | +569.2% | -365.1% | +99.3% |
| All | +190.4% | +874.1% | -683.7% | +83.7% |
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