+404.6%
SHEL vs FTI
+2,165.1%
-1,760.5%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.8% |
| 7D | +2.2% | +5.3% | -3.0% | +0.1% |
| 30D | +6.8% | +15.3% | -8.5% | +0.7% |
| 3M | +8.1% | +15.8% | -7.7% | +1.4% |
| 6M | +14.4% | +22.6% | -8.2% | +4.3% |
| YTD | +30.0% | +79.5% | -49.6% | +1.2% |
| 1Y | +33.3% | +102.0% | -68.7% | -1.5% |
| 3Y | +66.4% | +315.8% | -249.4% | -12.3% |
| 5Y | +178.6% | +1,129.5% | -950.9% | -12.4% |
| 10Y | +198.4% | +320.9% | -122.5% | +22.8% |
| All | +404.6% | +2,165.1% | -1,760.5% | +10.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling