+1,003.0%
BE vs SHEL
+98.4%
+904.6%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +0.8% | +5.8% | +6.1% |
| 7D | +9.0% | +4.1% | +4.9% | +6.2% |
| 30D | +16.3% | +8.4% | +7.9% | +10.1% |
| 3M | +10.8% | +13.7% | -2.9% | +0.6% |
| 6M | +73.2% | +12.7% | +60.5% | +57.0% |
| YTD | +217.4% | +35.3% | +182.0% | +153.4% |
| 1Y | +309.8% | +39.4% | +270.4% | +218.9% |
| 3Y | +1,726.2% | +71.5% | +1,654.7% | +1,112.7% |
| 5Y | +1,306.2% | +195.0% | +1,111.2% | +490.8% |
| All | +1,003.0% | +98.4% | +904.6% | +413.9% |
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