+16.7%
BABA vs SHEL
+197.6%
-180.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.5% | -3.1% | -1.2% |
| 7D | -0.2% | +1.9% | -2.1% | -0.7% |
| 30D | -12.3% | +8.7% | -20.9% | -14.3% |
| 3M | -5.3% | +11.0% | -16.3% | -8.3% |
| 6M | -13.1% | +14.6% | -27.6% | -16.8% |
| YTD | -22.4% | +33.3% | -55.7% | -29.1% |
| 1Y | -19.5% | +37.9% | -57.3% | -27.2% |
| 3Y | +32.9% | +69.7% | -36.8% | +13.0% |
| 5Y | -29.9% | +190.2% | -220.0% | -48.6% |
| 10Y | +16.7% | +197.0% | -180.3% | -6.4% |
| All | +16.7% | +197.6% | -180.9% | -6.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling