+207.0%
C vs SHEL
+223.0%
-16.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.4% | -0.8% |
| 7D | +4.2% | +0.8% | +3.4% | +3.7% |
| 30D | +2.0% | -3.6% | +5.6% | +3.9% |
| 3M | -10.1% | +12.0% | -22.2% | -16.4% |
| 6M | +1.0% | +19.7% | -18.7% | -10.4% |
| YTD | +8.5% | +39.6% | -31.2% | -13.7% |
| 1Y | +25.7% | +36.4% | -10.7% | +1.4% |
| 3Y | +216.0% | +70.2% | +145.8% | +118.6% |
| 5Y | +112.3% | +169.2% | -56.9% | +4.4% |
| All | +207.0% | +223.0% | -16.0% | +37.1% |
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