+31.8%
SHEL vs FN
-24.2%
+56.0%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.8% | +3.1% | -1.7% |
| 7D | -6.7% | -4.1% | -2.6% | -6.7% |
| 30D | -2.9% | -28.3% | +25.4% | -3.1% |
| 3M | +9.1% | -33.9% | +43.0% | +9.0% |
| 6M | +17.9% | -43.9% | +61.8% | +18.2% |
| YTD | +36.0% | -23.4% | +59.5% | +36.1% |
| 1Y | +31.8% | -25.4% | +57.2% | +32.2% |
| All | +31.8% | -24.2% | +56.0% | +32.2% |
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