+173.0%
SHEL vs FIVE
+868.1%
-695.2%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.1% | -4.4% | -0.2% |
| 7D | +2.2% | +4.3% | -2.0% | +1.5% |
| 30D | +6.8% | +12.5% | -5.7% | +4.6% |
| 3M | +8.1% | +31.2% | -23.1% | +3.1% |
| 6M | +14.4% | +14.4% | 0.0% | +10.7% |
| YTD | +30.0% | +33.9% | -3.9% | +22.3% |
| 1Y | +33.3% | +65.1% | -31.7% | +20.6% |
| 3Y | +66.4% | +49.0% | +17.5% | +46.2% |
| 5Y | +178.6% | +30.3% | +148.3% | +143.0% |
| 10Y | +198.4% | +481.1% | -282.7% | +98.2% |
| All | +173.0% | +868.1% | -695.2% | +73.3% |
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