+70.0%
SHEL vs FND
-50.8%
+120.8%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +0.4% |
| 7D | +3.9% | -5.1% | +9.0% | +4.1% |
| 30D | +7.0% | -22.5% | +29.5% | +7.9% |
| 3M | +12.5% | -5.0% | +17.5% | +12.1% |
| 6M | +14.8% | -21.5% | +36.3% | +15.9% |
| YTD | +34.2% | -23.0% | +57.2% | +35.5% |
| 1Y | +37.0% | -44.9% | +81.9% | +42.5% |
| All | +70.0% | -50.8% | +120.8% | +74.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling