+1,090.1%
BAC vs SHEL
+2,614.8%
-1,524.7%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.6% |
| 7D | +1.5% | -1.6% | +3.1% | +2.1% |
| 30D | -6.4% | -4.3% | -2.1% | -5.0% |
| 3M | -21.7% | +10.4% | -32.1% | -24.7% |
| 6M | +0.5% | +17.5% | -17.1% | -5.9% |
| YTD | -6.7% | +37.8% | -44.5% | -18.3% |
| 1Y | -4.7% | +33.8% | -38.5% | -15.7% |
| 3Y | +96.1% | +69.1% | +27.0% | +57.7% |
| 5Y | +21.7% | +165.7% | -144.0% | -18.6% |
| 10Y | +232.0% | +212.9% | +19.1% | +103.6% |
| All | +1,090.1% | +2,614.8% | -1,524.7% | +507.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling