+70.2%
SHEL vs FIX
+503.5%
-433.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.4% | +2.7% | +1.4% |
| 7D | +0.8% | +9.4% | -8.6% | +0.4% |
| 30D | -3.6% | -27.8% | +24.2% | -2.5% |
| 3M | +12.0% | -35.6% | +47.6% | +13.8% |
| 6M | +19.7% | -45.2% | +64.9% | +22.3% |
| YTD | +39.6% | +19.5% | +20.2% | +35.2% |
| 1Y | +36.4% | +24.2% | +12.2% | +31.6% |
| 3Y | +70.2% | +494.2% | -424.0% | +40.5% |
| All | +70.2% | +503.5% | -433.3% | +40.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling