+188.8%
SHEL vs FOXA
+93.7%
+95.1%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.3% | +0.6% |
| 7D | +4.1% | +0.8% | +3.3% | +3.9% |
| 30D | +8.4% | +5.0% | +3.3% | +7.3% |
| 3M | +13.7% | -3.0% | +16.7% | +13.9% |
| 6M | +12.7% | +14.8% | -2.1% | +8.8% |
| YTD | +35.3% | -8.9% | +44.2% | +37.1% |
| 1Y | +39.4% | +13.3% | +26.0% | +33.9% |
| 3Y | +71.5% | +115.4% | -44.0% | +38.8% |
| All | +188.8% | +93.7% | +95.1% | +127.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 FOXA 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