+163.3%
SHEL vs FLEX
+499.5%
-336.2%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.8% | -3.2% | +0.3% |
| 7D | -3.9% | +2.2% | -6.2% | -4.3% |
| 30D | -3.7% | -32.6% | +29.0% | -0.4% |
| 3M | +9.1% | -35.5% | +44.6% | +13.0% |
| 6M | +16.7% | -45.6% | +62.3% | +22.2% |
| YTD | +36.8% | +30.7% | +6.1% | +21.9% |
| 1Y | +31.8% | +28.4% | +3.4% | +17.4% |
| 3Y | +67.9% | +301.7% | -233.8% | +8.9% |
| 5Y | +163.3% | +473.3% | -309.9% | +49.8% |
| All | +163.3% | +499.5% | -336.2% | +49.8% |
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 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