+1,430.9%
SHEL vs FLEX
+7,523.3%
-6,092.5%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.8% | +0.5% |
| 7D | +2.2% | -0.9% | +3.1% | +2.4% |
| 30D | +6.8% | -10.1% | +17.0% | +8.3% |
| 3M | +8.1% | -31.3% | +39.5% | +12.9% |
| 6M | +14.4% | +71.3% | -56.9% | +2.4% |
| YTD | +30.0% | +81.2% | -51.3% | +15.0% |
| 1Y | +33.3% | +98.5% | -65.2% | +15.9% |
| 3Y | +66.4% | +428.2% | -361.8% | +22.3% |
| 5Y | +178.6% | +657.3% | -478.7% | +92.2% |
| 10Y | +198.4% | +995.9% | -797.5% | +87.9% |
| All | +1,430.9% | +7,523.3% | -6,092.5% | +686.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling