+208.8%
C vs SHEL
+195.4%
+13.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.9% | +1.2% |
| 7D | -0.4% | -6.7% | +6.3% | +3.6% |
| 30D | -5.2% | -2.9% | -2.3% | -3.9% |
| 3M | -9.1% | +9.1% | -18.2% | -14.1% |
| 6M | -1.6% | +17.9% | -19.5% | -11.9% |
| YTD | +6.9% | +36.0% | -29.1% | -13.6% |
| 1Y | +23.0% | +31.8% | -8.8% | +1.2% |
| 3Y | +216.1% | +66.9% | +149.3% | +121.3% |
| 5Y | +112.2% | +160.6% | -48.3% | +6.6% |
| 10Y | +208.8% | +197.5% | +11.3% | +43.7% |
| All | +208.8% | +195.4% | +13.4% | +43.7% |
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