+912.2%
BX vs SHEL
+217.9%
+694.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.3% | -4.0% | -3.8% |
| 7D | -5.7% | +3.0% | -8.7% | -7.4% |
| 30D | -8.9% | +7.2% | -16.1% | -12.8% |
| 3M | +8.4% | +12.9% | -4.5% | -0.1% |
| 6M | +18.9% | +13.7% | +5.2% | +8.2% |
| YTD | -13.6% | +33.7% | -47.3% | -29.2% |
| 1Y | -22.4% | +37.9% | -60.3% | -37.8% |
| 3Y | +26.0% | +70.2% | -44.2% | -12.5% |
| 5Y | +18.8% | +192.3% | -173.6% | -44.0% |
| 10Y | +668.7% | +207.3% | +461.4% | +193.3% |
| All | +912.2% | +217.9% | +694.3% | +175.2% |
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 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