+197.0%
SHEL vs USFD
+322.5%
-125.5%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.9% | +3.5% | +2.9% |
| 7D | +1.9% | -3.3% | +5.3% | +3.1% |
| 30D | +8.7% | -5.3% | +14.0% | +10.7% |
| 3M | +11.0% | +18.8% | -7.8% | +4.1% |
| 6M | +14.6% | +14.3% | +0.3% | +8.5% |
| YTD | +33.3% | +36.9% | -3.6% | +17.4% |
| 1Y | +37.9% | +31.7% | +6.2% | +22.7% |
| 3Y | +69.7% | +164.5% | -94.7% | +14.4% |
| 5Y | +190.2% | +212.6% | -22.4% | +75.2% |
| 10Y | +197.0% | +329.7% | -132.7% | +48.1% |
| All | +197.0% | +322.5% | -125.5% | +48.1% |
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