+191.5%
SHEL vs FLEX
+728.9%
-537.4%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.4% | -1.8% | +2.1% |
| 7D | +1.9% | +7.0% | -5.0% | +1.2% |
| 30D | +8.7% | -5.8% | +14.5% | +9.2% |
| 3M | +11.0% | -24.2% | +35.2% | +13.7% |
| 6M | +14.6% | +90.8% | -76.2% | -1.0% |
| YTD | +33.3% | +89.2% | -55.9% | +14.8% |
| 1Y | +37.9% | +104.7% | -66.8% | +15.9% |
| 3Y | +69.7% | +478.1% | -408.3% | +5.7% |
| All | +191.5% | +728.9% | -537.4% | +57.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling