+38.6%
SHEL vs FRMI
-78.1%
+116.7%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.0% | -1.2% | +0.8% |
| 7D | +4.1% | +7.4% | -3.3% | +4.1% |
| 30D | +8.4% | -27.6% | +36.0% | +8.6% |
| 3M | +13.7% | -20.9% | +34.6% | +13.5% |
| 6M | +12.7% | -36.6% | +49.3% | +13.1% |
| YTD | +35.3% | -31.3% | +66.6% | +35.6% |
| All | +38.6% | -78.1% | +116.7% | +36.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling