+911.5%
BE vs SHEL
+90.6%
+820.9%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.7% | +6.7% | +6.9% |
| 7D | +20.0% | +2.2% | +17.7% | +18.2% |
| 30D | +7.9% | +6.8% | +1.1% | +2.9% |
| 3M | -13.2% | +8.1% | -21.3% | -18.6% |
| 6M | +53.5% | +14.4% | +39.1% | +37.1% |
| YTD | +191.0% | +30.0% | +161.1% | +138.5% |
| 1Y | +360.5% | +33.3% | +327.2% | +268.9% |
| 3Y | +1,568.0% | +66.4% | +1,501.6% | +1,028.3% |
| 5Y | +1,055.2% | +178.6% | +876.6% | +405.1% |
| All | +911.5% | +90.6% | +820.9% | +383.7% |
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