+163.0%
SHEL vs FTAI
+2,432.1%
-2,269.1%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.8% | +6.1% | +1.3% |
| 7D | +3.0% | -0.2% | +3.2% | +2.9% |
| 30D | +7.2% | -13.6% | +20.9% | +9.6% |
| 3M | +12.9% | -20.6% | +33.5% | +16.0% |
| 6M | +13.7% | -32.6% | +46.3% | +18.4% |
| YTD | +33.7% | -5.4% | +39.0% | +29.3% |
| 1Y | +37.9% | +12.9% | +25.0% | +27.6% |
| 3Y | +70.2% | +428.1% | -357.9% | -4.5% |
| 5Y | +192.3% | +863.0% | -670.7% | +32.6% |
| 10Y | +207.3% | +3,092.6% | -2,885.3% | -4.3% |
| All | +163.0% | +2,432.1% | -2,269.1% | -23.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FTAI.
Daily Out/Under-Performance
Portfolio return minus FTAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTAI 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 all: compounded portfolio wealth divided by compounded FTAI 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…
all analysis · Full analysis span regression · 6 months rolling