+15.8%
BABA vs SHEL
+209.5%
-193.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.2% | -3.5% | -3.7% |
| 7D | +3.8% | -5.8% | +9.6% | +5.5% |
| 30D | -5.4% | -1.3% | -4.1% | -5.3% |
| 3M | -17.9% | +12.7% | -30.6% | -20.9% |
| 6M | -24.1% | +19.9% | -43.9% | -28.3% |
| YTD | -27.4% | +38.3% | -65.7% | -34.6% |
| 1Y | -36.1% | +35.7% | -71.7% | -42.1% |
| 3Y | +35.4% | +71.7% | -36.4% | +14.5% |
| 5Y | -30.1% | +158.4% | -188.5% | -47.3% |
| 10Y | +15.8% | +204.1% | -188.2% | -2.3% |
| All | +15.8% | +209.5% | -193.6% | -2.3% |
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