+210.0%
SHEL vs FLR
+19.7%
+190.3%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.4% | +0.6% |
| 7D | +4.1% | -3.5% | +7.6% | +4.9% |
| 30D | +8.4% | +4.2% | +4.2% | +7.3% |
| 3M | +13.7% | +8.1% | +5.6% | +10.5% |
| 6M | +12.7% | +21.5% | -8.8% | +5.4% |
| YTD | +35.3% | +36.8% | -1.5% | +22.7% |
| 1Y | +39.4% | +31.2% | +8.2% | +26.7% |
| 3Y | +71.5% | +53.9% | +17.6% | +41.6% |
| 5Y | +195.0% | +243.0% | -48.0% | +94.1% |
| All | +210.0% | +19.7% | +190.3% | +101.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 10y: compounded portfolio wealth divided by compounded FLR 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…
10y analysis · Full analysis span regression · 6 months rolling