+43.3%
SHEL vs FRMI
-93.1%
+136.4%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -10.6% | +8.3% | -2.1% |
| 7D | -3.2% | -39.7% | +36.6% | -2.7% |
| 30D | +5.5% | -55.2% | +60.7% | +6.2% |
| 3M | +14.4% | -71.2% | +85.5% | +15.6% |
| 6M | +16.2% | -64.1% | +80.3% | +15.5% |
| YTD | +42.4% | -77.2% | +119.7% | +44.2% |
| 1Y | +43.3% | -93.2% | +136.4% | +50.8% |
| All | +43.3% | -93.1% | +136.4% | +50.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 1y: compounded portfolio wealth divided by compounded FRMI 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…
1y analysis · Full analysis span regression · 6 months rolling