+143.3%
SHEL vs FIVN
+292.8%
-149.5%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -6.1% | +8.7% | +2.8% |
| 7D | +1.9% | -8.2% | +10.2% | +2.3% |
| 30D | +8.7% | -8.1% | +16.8% | +9.0% |
| 3M | +11.0% | +34.9% | -23.9% | +8.9% |
| 6M | +14.6% | +72.6% | -58.1% | +10.5% |
| YTD | +33.3% | +55.8% | -22.5% | +29.0% |
| 1Y | +37.9% | +17.1% | +20.7% | +35.5% |
| 3Y | +69.7% | -54.3% | +124.1% | +73.4% |
| 5Y | +190.2% | -81.6% | +271.7% | +206.5% |
| 10Y | +197.0% | +109.2% | +87.8% | +153.4% |
| All | +143.3% | +292.8% | -149.5% | +93.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVN.
Daily Out/Under-Performance
Portfolio return minus FIVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVN 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 FIVN 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