+668.0%
BE vs SHEL
+104.8%
+563.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.3% | -6.3% | -5.8% |
| 7D | +10.8% | +0.8% | +10.0% | +10.2% |
| 30D | -19.8% | -3.6% | -16.2% | -18.3% |
| 3M | -18.7% | +12.0% | -30.8% | -25.7% |
| 6M | -33.7% | +19.7% | -53.4% | -42.9% |
| YTD | +121.0% | +39.6% | +81.3% | +70.6% |
| 1Y | +85.4% | +36.4% | +49.0% | +45.2% |
| 3Y | +1,709.5% | +70.2% | +1,639.3% | +1,096.3% |
| 5Y | +462.2% | +169.2% | +293.0% | +154.0% |
| All | +668.0% | +104.8% | +563.2% | +245.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling