+11.7%
BABA vs SHEL
+218.8%
-207.1%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +0.7% | -7.8% | -7.2% |
| 7D | -12.7% | -1.6% | -11.1% | -12.3% |
| 30D | -14.9% | -4.3% | -10.6% | -14.1% |
| 3M | -24.6% | +10.4% | -35.0% | -27.0% |
| 6M | -29.3% | +17.5% | -46.9% | -32.9% |
| YTD | -35.0% | +37.8% | -72.8% | -41.4% |
| 1Y | -39.7% | +33.8% | -73.5% | -45.1% |
| 3Y | +21.2% | +69.1% | -47.9% | +3.0% |
| 5Y | -39.9% | +165.7% | -205.6% | -55.0% |
| All | +11.7% | +218.8% | -207.1% | -0.7% |
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