+443.5%
SHEL vs FLR
+609.6%
-166.1%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.8% | +1.7% | +2.3% |
| 7D | +1.9% | +0.7% | +1.3% | +1.7% |
| 30D | +8.7% | -0.7% | +9.3% | +8.5% |
| 3M | +11.0% | +14.3% | -3.4% | +5.3% |
| 6M | +14.6% | +25.6% | -11.0% | +4.5% |
| YTD | +33.3% | +42.9% | -9.6% | +16.7% |
| 1Y | +37.9% | +38.7% | -0.9% | +20.6% |
| 3Y | +69.7% | +61.8% | +8.0% | +32.7% |
| 5Y | +190.2% | +254.1% | -63.9% | +72.8% |
| 10Y | +197.0% | +20.0% | +177.0% | +94.4% |
| All | +443.5% | +609.6% | -166.1% | +127.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling