+66.9%
SHEL vs FIX
+448.6%
-381.7%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.4% | -6.5% | -1.2% |
| 7D | -8.8% | -17.5% | +8.6% | -8.2% |
| 30D | +2.3% | -41.6% | +43.9% | +4.4% |
| 3M | +11.6% | -40.6% | +52.2% | +13.7% |
| 6M | +15.7% | -49.4% | +65.0% | +18.5% |
| YTD | +38.6% | +9.2% | +29.4% | +34.5% |
| 1Y | +38.5% | +6.5% | +32.0% | +34.5% |
| 3Y | +66.9% | +448.7% | -381.9% | +36.4% |
| All | +66.9% | +448.6% | -381.7% | +36.4% |
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