+210.7%
SHEL vs FN
+850.1%
-639.4%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.9% | -5.3% | 0.0% |
| 7D | -3.9% | +8.0% | -11.9% | -5.0% |
| 30D | -3.7% | -19.1% | +15.5% | -2.0% |
| 3M | +9.1% | -29.8% | +38.9% | +12.0% |
| 6M | +16.7% | -43.2% | +59.9% | +21.6% |
| YTD | +36.8% | -18.9% | +55.8% | +33.6% |
| 1Y | +31.8% | -17.9% | +49.7% | +27.9% |
| 3Y | +67.9% | +120.1% | -52.2% | +30.7% |
| 5Y | +163.3% | +206.7% | -43.4% | +83.8% |
| 10Y | +210.7% | +804.7% | -594.0% | +72.9% |
| All | +210.7% | +850.1% | -639.4% | +72.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling