+1,470.1%
BA vs SHEL
+2,629.4%
-1,159.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.6% | +0.9% |
| 7D | +1.1% | -8.8% | +9.9% | +4.1% |
| 30D | -7.9% | +2.3% | -10.2% | -8.7% |
| 3M | -25.3% | +11.6% | -36.9% | -28.1% |
| 6M | -24.6% | +15.7% | -40.3% | -28.7% |
| YTD | -20.1% | +38.6% | -58.7% | -29.3% |
| 1Y | -11.8% | +38.5% | -50.2% | -21.9% |
| 3Y | -10.1% | +66.9% | -77.0% | -25.6% |
| 5Y | -22.7% | +160.6% | -183.3% | -45.5% |
| 10Y | +35.1% | +214.1% | -179.0% | -9.4% |
| All | +1,470.1% | +2,629.4% | -1,159.2% | +760.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling