+204.1%
SHEL vs FIX
+4,032.2%
-3,828.1%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +9.4% | -9.6% | -2.2% |
| 7D | -5.8% | -7.2% | +1.5% | -4.9% |
| 30D | -1.3% | -35.1% | +33.8% | +6.9% |
| 3M | +12.7% | -34.3% | +47.0% | +21.2% |
| 6M | +19.9% | -42.9% | +62.8% | +31.2% |
| YTD | +38.3% | +19.5% | +18.8% | +24.3% |
| 1Y | +35.7% | +16.8% | +18.9% | +22.0% |
| 3Y | +71.7% | +506.7% | -435.0% | -15.2% |
| 5Y | +158.4% | +1,046.7% | -888.3% | -3.1% |
| 10Y | +204.1% | +3,800.0% | -3,595.9% | -22.2% |
| All | +204.1% | +4,032.2% | -3,828.1% | -22.2% |
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