+1,027.9%
C vs SHEL
+2,579.2%
-1,551.3%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.9% | +0.9% |
| 7D | -0.4% | -6.7% | +6.3% | +2.6% |
| 30D | -5.2% | -2.9% | -2.3% | -4.2% |
| 3M | -9.1% | +9.1% | -18.2% | -12.8% |
| 6M | -1.6% | +17.9% | -19.5% | -9.2% |
| YTD | +6.9% | +36.0% | -29.1% | -8.1% |
| 1Y | +23.0% | +31.8% | -8.8% | +7.0% |
| 3Y | +216.1% | +66.9% | +149.3% | +146.8% |
| 5Y | +112.2% | +160.6% | -48.3% | +34.1% |
| 10Y | +208.8% | +197.5% | +11.3% | +82.0% |
| All | +1,027.9% | +2,579.2% | -1,551.3% | +433.8% |
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