+210.0%
SHEL vs FTI
+305.3%
-95.3%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.4% |
| 7D | +4.1% | -4.4% | +8.5% | +6.0% |
| 30D | +8.4% | +1.5% | +6.9% | +7.5% |
| 3M | +13.7% | +8.2% | +5.5% | +9.3% |
| 6M | +12.7% | +18.8% | -6.1% | +3.6% |
| YTD | +35.3% | +71.7% | -36.4% | +6.0% |
| 1Y | +39.4% | +90.0% | -50.7% | +4.1% |
| 3Y | +71.5% | +270.5% | -199.0% | -8.5% |
| 5Y | +195.0% | +1,084.5% | -889.5% | -13.7% |
| All | +210.0% | +305.3% | -95.3% | +3.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling