+204.1%
SHEL vs USFD
+368.6%
-164.6%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.1% | -3.3% | -1.2% |
| 7D | -5.8% | +3.9% | -9.7% | -7.2% |
| 30D | -1.3% | +12.8% | -14.1% | -5.6% |
| 3M | +12.7% | +1.0% | +11.7% | +11.7% |
| 6M | +19.9% | +30.3% | -10.4% | +8.2% |
| YTD | +38.3% | +46.0% | -7.7% | +18.6% |
| 1Y | +35.7% | +49.6% | -13.9% | +15.0% |
| 3Y | +71.7% | +166.3% | -94.6% | +15.4% |
| 5Y | +158.4% | +208.4% | -50.0% | +57.4% |
| 10Y | +204.1% | +371.2% | -167.2% | +51.5% |
| All | +204.1% | +368.6% | -164.6% | +51.5% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD 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 USFD 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