+69.4%
SHEL vs USFR
+14.0%
+55.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +3.0% | +0.1% | +3.0% | +2.9% |
| 30D | +7.2% | +0.3% | +6.9% | +6.7% |
| 3M | +12.9% | +1.0% | +11.9% | +11.4% |
| 6M | +13.7% | +1.9% | +11.8% | +11.7% |
| YTD | +33.7% | +2.7% | +31.0% | +30.9% |
| 1Y | +37.9% | +4.0% | +33.9% | +34.3% |
| All | +69.4% | +14.0% | +55.3% | +74.5% |
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