+36.4%
SHEL vs FN
-25.5%
+61.9%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -7.3% | +8.6% | +1.2% |
| 7D | +0.8% | +0.3% | +0.5% | +0.8% |
| 30D | -3.6% | -16.5% | +13.0% | -3.7% |
| 3M | +12.0% | -42.1% | +54.1% | +11.8% |
| 6M | +19.7% | -52.9% | +72.6% | +19.9% |
| YTD | +39.6% | -28.0% | +67.6% | +39.7% |
| 1Y | +36.4% | -18.5% | +55.0% | +36.0% |
| All | +36.4% | -25.5% | +61.9% | +36.0% |
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