+179.0%
SHEL vs FN
+289.0%
-110.1%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.1% | -2.5% | +0.5% |
| 7D | +2.2% | -1.7% | +3.9% | +2.3% |
| 30D | +6.8% | -22.0% | +28.8% | +7.9% |
| 3M | +8.1% | -43.0% | +51.1% | +10.7% |
| 6M | +14.4% | -27.7% | +42.2% | +15.0% |
| YTD | +30.0% | -10.5% | +40.5% | +28.6% |
| 1Y | +33.3% | +12.5% | +20.8% | +29.4% |
| 3Y | +66.4% | +153.8% | -87.4% | +47.6% |
| All | +179.0% | +289.0% | -110.1% | +135.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling