+661.1%
BX vs SHEL
+214.0%
+447.1%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.8% | +1.6% | +2.1% |
| 7D | -5.6% | +4.1% | -9.7% | -7.1% |
| 30D | -12.2% | +8.4% | -20.6% | -15.1% |
| 3M | +7.4% | +13.7% | -6.3% | +1.5% |
| 6M | +22.2% | +12.7% | +9.5% | +15.3% |
| YTD | -14.0% | +35.3% | -49.3% | -25.1% |
| 1Y | -27.3% | +39.4% | -66.7% | -37.5% |
| 3Y | +24.5% | +71.5% | -46.9% | -2.4% |
| 5Y | +18.9% | +195.0% | -176.1% | -26.5% |
| All | +661.1% | +214.0% | +447.1% | +377.2% |
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