+197.0%
SHEL vs FIX
+5,976.4%
-5,779.4%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.4% | +0.2% | +2.0% |
| 7D | +1.9% | +6.1% | -4.1% | +0.6% |
| 30D | +8.7% | -2.7% | +11.3% | +9.0% |
| 3M | +11.0% | -10.9% | +21.9% | +12.2% |
| 6M | +14.6% | +29.0% | -14.4% | +5.0% |
| YTD | +33.3% | +76.9% | -43.6% | +12.3% |
| 1Y | +37.9% | +130.7% | -92.9% | +7.0% |
| 3Y | +69.7% | +790.7% | -720.9% | -20.2% |
| 5Y | +190.2% | +2,185.6% | -1,995.4% | -6.7% |
| 10Y | +197.0% | +5,993.3% | -5,796.3% | -25.7% |
| All | +197.0% | +5,976.4% | -5,779.4% | -25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX 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 10y: compounded portfolio wealth divided by compounded FIX 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…
10y analysis · Full analysis span regression · 6 months rolling