+34.0%
SHEL vs FIX
+14.0%
+19.9%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +9.4% | -9.6% | -0.2% |
| 7D | -5.8% | -7.2% | +1.5% | -5.7% |
| 30D | -1.3% | -35.1% | +33.8% | -1.5% |
| 3M | +12.7% | -34.3% | +47.0% | +12.5% |
| 6M | +19.9% | -42.9% | +62.8% | +19.7% |
| YTD | +38.3% | +19.5% | +18.8% | +32.5% |
| All | +34.0% | +14.0% | +19.9% | +28.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling