+37.0%
SHEL vs FLEX
+90.6%
-53.6%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.1% | +4.5% | +0.3% |
| 7D | +3.9% | +0.1% | +3.8% | +3.9% |
| 30D | +7.0% | -11.8% | +18.7% | +6.7% |
| 3M | +12.5% | -22.6% | +35.1% | +12.0% |
| 6M | +14.8% | +77.3% | -62.6% | +12.4% |
| YTD | +34.2% | +78.8% | -44.6% | +31.3% |
| 1Y | +37.0% | +86.1% | -49.1% | +34.9% |
| All | +37.0% | +90.6% | -53.6% | +34.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling