+296.9%
SHEL vs FN
+3,620.5%
-3,323.7%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.1% | -2.5% | +0.3% |
| 7D | +2.2% | -1.7% | +3.9% | +2.4% |
| 30D | +6.8% | -22.0% | +28.8% | +9.4% |
| 3M | +8.1% | -43.0% | +51.1% | +14.0% |
| 6M | +14.4% | -27.7% | +42.2% | +15.8% |
| YTD | +30.0% | -10.5% | +40.5% | +27.3% |
| 1Y | +33.3% | +12.5% | +20.8% | +25.8% |
| 3Y | +66.4% | +153.8% | -87.4% | +33.9% |
| 5Y | +178.6% | +288.0% | -109.4% | +104.1% |
| 10Y | +198.4% | +906.4% | -708.0% | +87.0% |
| All | +296.9% | +3,620.5% | -3,323.7% | +114.1% |
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 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