+43.3%
SHEL vs FN
-25.7%
+69.0%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -6.0% | +3.7% | -2.3% |
| 7D | -3.2% | -7.0% | +3.8% | -3.2% |
| 30D | +5.5% | -24.7% | +30.3% | +5.3% |
| 3M | +14.4% | -35.7% | +50.0% | +14.2% |
| 6M | +16.2% | -52.4% | +68.6% | +16.5% |
| YTD | +42.4% | -25.0% | +67.4% | +42.2% |
| 1Y | +43.3% | -25.7% | +68.9% | +43.2% |
| All | +43.3% | -25.7% | +69.0% | +43.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 1y: compounded portfolio wealth divided by compounded FN 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…
1y analysis · Full analysis span regression · 6 months rolling