+397.7%
BAC vs SHEL
+201.7%
+196.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.2% | +0.3% |
| 7D | +0.6% | +3.0% | -2.4% | -0.9% |
| 30D | -1.4% | +7.2% | -8.6% | -4.8% |
| 3M | +15.7% | +12.9% | +2.9% | +8.4% |
| 6M | +32.2% | +13.7% | +18.5% | +22.6% |
| YTD | +15.8% | +33.7% | -17.9% | -1.9% |
| 1Y | +27.3% | +37.9% | -10.6% | +5.8% |
| 3Y | +137.5% | +70.2% | +67.2% | +74.0% |
| 5Y | +73.1% | +192.3% | -119.3% | -9.7% |
| 10Y | +397.7% | +207.3% | +190.4% | +154.5% |
| All | +397.7% | +201.7% | +196.0% | +154.5% |
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 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