+323.1%
SHEL vs FN
+2,887.5%
-2,564.4%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +11.7% | -12.7% | -2.3% |
| 7D | -8.8% | 0.0% | -8.8% | -9.1% |
| 30D | +2.3% | -34.3% | +36.6% | +6.5% |
| 3M | +11.6% | -39.9% | +51.4% | +16.5% |
| 6M | +15.7% | -51.8% | +67.5% | +22.7% |
| YTD | +38.6% | -28.1% | +66.7% | +37.7% |
| 1Y | +38.5% | -29.1% | +67.6% | +37.3% |
| 3Y | +66.9% | +102.4% | -35.6% | +36.7% |
| 5Y | +160.6% | +171.7% | -11.1% | +98.5% |
| 10Y | +214.1% | +773.5% | -559.4% | +98.3% |
| All | +323.1% | +2,887.5% | -2,564.4% | +131.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling