+70.2%
SHEL vs USFR
+14.4%
+55.8%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +0.8% | +0.1% | +0.7% | +0.7% |
| 30D | -3.6% | +0.4% | -3.9% | -4.3% |
| 3M | +12.0% | +1.1% | +11.0% | +9.2% |
| 6M | +19.7% | +2.0% | +17.7% | +14.7% |
| YTD | +39.6% | +3.5% | +36.2% | +32.8% |
| 1Y | +36.4% | +4.1% | +32.4% | +29.3% |
| 3Y | +70.2% | +14.4% | +55.8% | +113.5% |
| All | +70.2% | +14.4% | +55.8% | +113.5% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 3y: compounded portfolio wealth divided by compounded USFR 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…
3y analysis · Full analysis span regression · 6 months rolling