+204.1%
SHEL vs FN
+837.6%
-633.5%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +11.9% | -12.1% | -1.5% |
| 7D | -5.8% | +16.3% | -22.1% | -7.6% |
| 30D | -1.3% | -24.7% | +23.4% | +1.2% |
| 3M | +12.7% | -34.9% | +47.6% | +16.7% |
| 6M | +19.9% | -41.1% | +61.0% | +24.3% |
| YTD | +38.3% | -19.6% | +57.9% | +35.2% |
| 1Y | +35.7% | -18.5% | +54.2% | +31.8% |
| 3Y | +71.7% | +119.1% | -47.4% | +34.0% |
| 5Y | +158.4% | +206.9% | -48.5% | +80.7% |
| 10Y | +204.1% | +826.4% | -622.4% | +72.2% |
| All | +204.1% | +837.6% | -633.5% | +72.2% |
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 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