-3.5%
BAC vs SHEL
+32.1%
-35.6%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | 0.0% |
| 7D | -1.9% | -3.9% | +2.1% | -2.0% |
| 30D | -7.2% | -3.7% | -3.5% | -7.3% |
| 3M | -20.4% | +9.1% | -29.5% | -20.1% |
| 6M | +1.3% | +16.7% | -15.4% | +2.0% |
| YTD | -6.4% | +36.8% | -43.2% | -6.6% |
| 1Y | -3.5% | +31.8% | -35.3% | -2.6% |
| All | -3.5% | +32.1% | -35.6% | -2.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling