+160.4%
SHEL vs USFD
+188.3%
-27.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.9% | -1.0% |
| 7D | -8.8% | +3.0% | -11.8% | -9.3% |
| 30D | +2.3% | +11.1% | -8.7% | +0.4% |
| 3M | +11.6% | -0.3% | +11.8% | +11.4% |
| 6M | +15.7% | +15.9% | -0.2% | +12.3% |
| YTD | +38.6% | +41.6% | -3.1% | +28.6% |
| 1Y | +38.5% | +49.4% | -10.9% | +27.0% |
| 3Y | +66.9% | +157.8% | -91.0% | +34.9% |
| All | +160.4% | +188.3% | -27.9% | +101.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling