+179.0%
SHEL vs USFD
+215.8%
-36.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.0% | +0.7% |
| 7D | +2.2% | -3.0% | +5.3% | +2.8% |
| 30D | +6.8% | +3.5% | +3.3% | +6.1% |
| 3M | +8.1% | +26.6% | -18.5% | +3.4% |
| 6M | +14.4% | +11.7% | +2.7% | +11.8% |
| YTD | +30.0% | +38.1% | -8.2% | +21.2% |
| 1Y | +33.3% | +33.4% | -0.1% | +25.0% |
| 3Y | +66.4% | +155.8% | -89.4% | +34.2% |
| All | +179.0% | +215.8% | -36.9% | +102.8% |
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