+185.4%
SHEL vs FND
+56.5%
+128.9%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.7% |
| 7D | +4.1% | -5.8% | +9.9% | +5.0% |
| 30D | +8.4% | -20.2% | +28.6% | +11.9% |
| 3M | +13.7% | -12.0% | +25.7% | +15.0% |
| 6M | +12.7% | -18.5% | +31.2% | +14.5% |
| YTD | +35.3% | -22.3% | +57.6% | +38.0% |
| 1Y | +39.4% | -47.6% | +87.0% | +51.6% |
| 3Y | +71.5% | -49.8% | +121.2% | +81.5% |
| 5Y | +195.0% | -63.0% | +258.0% | +218.4% |
| All | +185.4% | +56.5% | +128.9% | +122.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 10y: compounded portfolio wealth divided by compounded FND 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…
10y analysis · Full analysis span regression · 6 months rolling