+66.8%
SHEL vs FN
+121.0%
-54.2%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.9% | -5.3% | +0.5% |
| 7D | -3.9% | +8.0% | -11.9% | -4.1% |
| 30D | -3.7% | -19.1% | +15.5% | -3.2% |
| 3M | +9.1% | -29.8% | +38.9% | +9.9% |
| 6M | +16.7% | -43.2% | +59.9% | +18.2% |
| YTD | +36.8% | -18.9% | +55.8% | +35.7% |
| 1Y | +31.8% | -17.9% | +49.7% | +30.5% |
| All | +66.8% | +121.0% | -54.2% | +46.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling