+216.1%
SHEL vs FLEX
+637.8%
-421.7%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.8% | +0.9% |
| 7D | -1.6% | +17.1% | -18.6% | -5.1% |
| 30D | -4.3% | -29.5% | +25.2% | +1.9% |
| 3M | +10.4% | -37.3% | +47.7% | +20.0% |
| 6M | +17.5% | -44.1% | +61.6% | +28.6% |
| YTD | +37.8% | +29.3% | +8.5% | +15.2% |
| 1Y | +33.8% | +24.2% | +9.6% | +12.6% |
| 3Y | +69.1% | +297.3% | -228.2% | -7.3% |
| 5Y | +165.7% | +446.2% | -280.5% | +26.2% |
| All | +216.1% | +637.8% | -421.7% | +20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX 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 FLEX 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