+207.4%
SHEL vs FLEX
+1,045.7%
-838.3%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.1% | +4.5% | +1.3% |
| 7D | +3.9% | +0.1% | +3.8% | +3.9% |
| 30D | +7.0% | -11.8% | +18.7% | +9.7% |
| 3M | +12.5% | -22.6% | +35.1% | +17.2% |
| 6M | +14.8% | +77.3% | -62.6% | -8.1% |
| YTD | +34.2% | +78.8% | -44.6% | +6.4% |
| 1Y | +37.0% | +86.1% | -49.1% | +6.2% |
| 3Y | +70.9% | +446.2% | -375.3% | -11.3% |
| 5Y | +192.5% | +689.7% | -497.2% | +29.7% |
| All | +207.4% | +1,045.7% | -838.3% | +5.9% |
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