+165.7%
SHEL vs FN
+194.5%
-28.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.1% | +4.8% | +0.9% |
| 7D | -1.6% | +20.8% | -22.3% | -2.3% |
| 30D | -4.3% | -17.3% | +13.0% | -3.8% |
| 3M | +10.4% | -38.1% | +48.5% | +12.3% |
| 6M | +17.5% | -44.2% | +61.8% | +19.7% |
| YTD | +37.8% | -22.3% | +60.1% | +36.6% |
| 1Y | +33.8% | -20.9% | +54.7% | +32.2% |
| 3Y | +69.1% | +111.1% | -42.0% | +50.7% |
| 5Y | +165.7% | +191.8% | -26.1% | +116.8% |
| All | +165.7% | +194.5% | -28.8% | +116.8% |
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