-8.5%
BX vs SHEL
+43.6%
-52.1%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -2.2% | +8.5% | +6.1% |
| 7D | +8.3% | -3.2% | +11.5% | +8.0% |
| 30D | +13.5% | +5.5% | +8.0% | +13.6% |
| 3M | -7.6% | +14.4% | -22.0% | -7.3% |
| 6M | +4.0% | +16.2% | -12.1% | +4.4% |
| YTD | -15.2% | +42.4% | -57.6% | -20.0% |
| 1Y | -8.5% | +43.3% | -51.7% | -13.8% |
| All | -8.5% | +43.6% | -52.1% | -13.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling