+202.8%
SHEL vs USFD
+329.0%
-126.2%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.0% | +0.8% |
| 7D | +2.2% | -3.0% | +5.3% | +3.3% |
| 30D | +6.8% | +3.5% | +3.3% | +5.5% |
| 3M | +8.1% | +26.6% | -18.5% | -0.8% |
| 6M | +14.4% | +11.7% | +2.7% | +9.2% |
| YTD | +30.0% | +38.1% | -8.2% | +14.3% |
| 1Y | +33.3% | +33.4% | -0.1% | +18.2% |
| 3Y | +66.4% | +155.8% | -89.4% | +13.9% |
| 5Y | +178.6% | +214.0% | -35.5% | +68.6% |
| 10Y | +198.4% | +320.4% | -121.9% | +45.6% |
| All | +202.8% | +329.0% | -126.2% | +48.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling