+1,376.8%
BAC vs SHEL
+2,460.3%
-1,083.4%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.7% | -0.3% |
| 7D | +1.1% | +2.2% | -1.2% | +0.2% |
| 30D | -0.4% | +6.8% | -7.2% | -2.9% |
| 3M | +16.9% | +8.1% | +8.8% | +13.2% |
| 6M | +26.6% | +14.4% | +12.2% | +19.6% |
| YTD | +15.8% | +30.0% | -14.2% | +3.8% |
| 1Y | +27.2% | +33.3% | -6.2% | +12.8% |
| 3Y | +132.4% | +66.4% | +66.0% | +88.3% |
| 5Y | +72.6% | +178.6% | -106.0% | +13.3% |
| 10Y | +389.7% | +198.4% | +191.3% | +206.1% |
| All | +1,376.8% | +2,460.3% | -1,083.4% | +672.4% |
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