+16.0%
BX vs SHEL
+190.7%
-174.7%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.4% | -3.2% | -3.0% |
| 7D | -8.9% | +3.9% | -12.8% | -10.3% |
| 30D | -14.8% | +7.0% | -21.7% | -17.1% |
| 3M | +6.9% | +12.5% | -5.6% | +1.5% |
| 6M | +16.3% | +14.8% | +1.5% | +8.7% |
| YTD | -16.1% | +34.2% | -50.3% | -27.2% |
| 1Y | -26.8% | +37.0% | -63.8% | -37.2% |
| 3Y | +22.4% | +70.9% | -48.4% | -5.6% |
| 5Y | +16.0% | +192.5% | -176.5% | -33.6% |
| All | +16.0% | +190.7% | -174.7% | -33.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling