+417.5%
SHEL vs FTI
+2,117.5%
-1,700.0%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.1% | +4.7% | +3.4% |
| 7D | +1.9% | -0.2% | +2.1% | +2.0% |
| 30D | +8.7% | +12.3% | -3.7% | +3.4% |
| 3M | +11.0% | +13.8% | -2.8% | +4.8% |
| 6M | +14.6% | +24.3% | -9.7% | +3.8% |
| YTD | +33.3% | +75.8% | -42.5% | +4.7% |
| 1Y | +37.9% | +99.6% | -61.8% | +2.3% |
| 3Y | +69.7% | +278.4% | -208.7% | -7.0% |
| 5Y | +190.1% | +1,168.7% | -978.5% | -10.0% |
| 10Y | +197.0% | +297.5% | -100.5% | +24.9% |
| All | +417.5% | +2,117.5% | -1,700.0% | +14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded FTI 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling