+136.4%
BAC vs SHEL
+70.3%
+66.1%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.5% | -3.0% | -1.1% |
| 7D | +1.2% | +1.9% | -0.8% | +0.7% |
| 30D | -0.7% | +8.7% | -9.4% | -2.9% |
| 3M | +16.9% | +11.0% | +6.0% | +13.7% |
| 6M | +29.6% | +14.6% | +15.0% | +24.1% |
| YTD | +15.3% | +33.3% | -18.0% | +4.2% |
| 1Y | +28.8% | +37.9% | -9.0% | +14.6% |
| 3Y | +136.4% | +69.7% | +66.6% | +90.0% |
| All | +136.4% | +70.3% | +66.1% | +90.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling