+1,093.8%
BAC vs SHEL
+2,595.5%
-1,501.6%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.2% |
| 7D | -1.9% | -3.9% | +2.1% | -0.4% |
| 30D | -7.2% | -3.7% | -3.5% | -6.0% |
| 3M | -20.4% | +9.1% | -29.5% | -23.2% |
| 6M | +1.3% | +16.7% | -15.4% | -5.0% |
| YTD | -6.4% | +36.8% | -43.2% | -17.8% |
| 1Y | -3.5% | +31.8% | -35.3% | -14.2% |
| 3Y | +96.7% | +67.9% | +28.8% | +58.7% |
| 5Y | +20.6% | +163.3% | -142.7% | -19.1% |
| 10Y | +233.0% | +210.7% | +22.3% | +104.8% |
| All | +1,093.8% | +2,595.5% | -1,501.6% | +511.0% |
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 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