-22.1%
BA vs SHEL
+159.8%
-182.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.6% | +0.9% |
| 7D | +1.1% | -8.8% | +9.9% | +4.2% |
| 30D | -7.9% | +2.3% | -10.2% | -8.7% |
| 3M | -25.3% | +11.6% | -36.9% | -28.2% |
| 6M | -24.6% | +15.7% | -40.3% | -28.8% |
| YTD | -20.1% | +38.6% | -58.7% | -30.8% |
| 1Y | -11.8% | +38.5% | -50.2% | -23.6% |
| 3Y | -10.1% | +66.9% | -77.0% | -28.7% |
| All | -22.1% | +159.8% | -182.0% | -54.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SHEL.
Daily Out/Under-Performance
Portfolio return minus SHEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHEL 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 SHEL 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