+69.7%
SHEL vs FLEX
+475.0%
-405.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.4% | -1.8% | +2.4% |
| 7D | +1.9% | +7.0% | -5.0% | +1.6% |
| 30D | +8.7% | -5.8% | +14.5% | +8.9% |
| 3M | +11.0% | -24.2% | +35.2% | +12.2% |
| 6M | +14.6% | +90.8% | -76.2% | +5.4% |
| YTD | +33.3% | +89.2% | -55.9% | +22.4% |
| 1Y | +37.9% | +104.7% | -66.8% | +24.7% |
| 3Y | +69.7% | +478.1% | -408.3% | +36.8% |
| All | +69.7% | +475.0% | -405.3% | +36.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling