+162.6%
SHEL vs FIX
+1,026.2%
-863.6%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.4% | +2.7% | +1.4% |
| 7D | +0.8% | +9.4% | -8.6% | 0.0% |
| 30D | -3.6% | -27.8% | +24.2% | -1.2% |
| 3M | +12.0% | -35.6% | +47.6% | +15.8% |
| 6M | +19.7% | -45.2% | +64.9% | +25.1% |
| YTD | +39.6% | +19.5% | +20.2% | +32.3% |
| 1Y | +36.4% | +24.2% | +12.2% | +28.4% |
| 3Y | +70.2% | +494.2% | -424.0% | +14.7% |
| All | +162.6% | +1,026.2% | -863.6% | +46.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling