+159.2%
SHEL vs USFR
+27.5%
+131.7%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | +2.2% | +0.1% | +2.2% | +2.2% |
| 30D | +6.8% | +0.3% | +6.5% | +6.7% |
| 3M | +8.1% | +1.0% | +7.1% | +7.7% |
| 6M | +14.4% | +1.9% | +12.5% | +13.5% |
| YTD | +30.0% | +2.6% | +27.4% | +28.6% |
| 1Y | +33.3% | +4.0% | +29.3% | +31.3% |
| 3Y | +66.4% | +14.1% | +52.3% | +58.2% |
| 5Y | +178.6% | +20.4% | +158.2% | +159.3% |
| 10Y | +198.4% | +28.0% | +170.4% | +172.0% |
| All | +159.2% | +27.5% | +131.7% | +134.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling