+233.0%
BAC vs SHEL
+207.9%
+25.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.3% |
| 7D | -1.9% | -3.9% | +2.1% | +0.1% |
| 30D | -7.2% | -3.7% | -3.5% | -5.7% |
| 3M | -20.4% | +9.1% | -29.5% | -24.2% |
| 6M | +1.3% | +16.7% | -15.4% | -7.2% |
| YTD | -6.4% | +36.8% | -43.2% | -21.9% |
| 1Y | -3.5% | +31.8% | -35.3% | -18.0% |
| 3Y | +96.7% | +67.9% | +28.8% | +44.9% |
| 5Y | +20.6% | +163.3% | -142.7% | -33.2% |
| 10Y | +233.0% | +210.7% | +22.3% | +65.8% |
| All | +233.0% | +207.9% | +25.1% | +65.8% |
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