+191.4%
SHEL vs FTI
+1,145.2%
-953.7%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.5% |
| 7D | +3.0% | -2.3% | +5.4% | +3.8% |
| 30D | +7.2% | +5.0% | +2.2% | +5.2% |
| 3M | +12.9% | +13.8% | -1.0% | +7.3% |
| 6M | +13.7% | +22.9% | -9.2% | +4.8% |
| YTD | +33.7% | +75.0% | -41.3% | +8.3% |
| 1Y | +37.9% | +96.9% | -59.0% | +6.6% |
| 3Y | +70.2% | +276.7% | -206.5% | +0.1% |
| All | +191.4% | +1,145.2% | -953.7% | -2.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling