+1,163.5%
C vs SHEL
+2,460.3%
-1,296.7%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.6% |
| 7D | +3.6% | +2.2% | +1.4% | +2.6% |
| 30D | +0.1% | +6.8% | -6.8% | -2.9% |
| 3M | +2.4% | +8.1% | -5.7% | -1.5% |
| 6M | +24.9% | +14.4% | +10.5% | +16.5% |
| YTD | +19.8% | +30.0% | -10.2% | +5.3% |
| 1Y | +44.9% | +33.3% | +11.5% | +25.7% |
| 3Y | +263.0% | +66.4% | +196.5% | +184.0% |
| 5Y | +129.5% | +178.6% | -49.0% | +41.0% |
| 10Y | +291.6% | +198.4% | +93.2% | +131.5% |
| All | +1,163.5% | +2,460.3% | -1,296.7% | +511.7% |
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 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