+67.2%
F vs SHEL
+218.8%
-151.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.7% | -3.6% | -3.2% |
| 7D | -3.9% | -1.6% | -2.3% | -3.2% |
| 30D | -0.5% | -4.3% | +3.8% | +1.3% |
| 3M | -12.9% | +10.4% | -23.3% | -17.3% |
| 6M | +1.5% | +17.5% | -16.0% | -7.1% |
| YTD | -5.0% | +37.8% | -42.8% | -20.7% |
| 1Y | -7.3% | +33.8% | -41.1% | -21.6% |
| 3Y | +45.3% | +69.1% | -23.8% | +8.2% |
| 5Y | -15.8% | +165.7% | -181.5% | -51.6% |
| All | +67.2% | +218.8% | -151.6% | -15.3% |
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