+86.4%
F vs SHEL
+197.6%
-111.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +2.5% | -6.8% | -5.4% |
| 7D | +1.2% | +1.9% | -0.8% | +0.2% |
| 30D | +1.2% | +8.7% | -7.4% | -2.7% |
| 3M | -5.7% | +11.0% | -16.6% | -10.6% |
| 6M | +17.9% | +14.6% | +3.4% | +8.9% |
| YTD | +10.4% | +33.3% | -22.9% | -5.9% |
| 1Y | +25.3% | +37.9% | -12.5% | +4.8% |
| 3Y | +37.5% | +69.7% | -32.3% | +2.3% |
| 5Y | +46.5% | +190.2% | -143.6% | -19.6% |
| 10Y | +86.4% | +197.0% | -110.6% | -2.7% |
| All | +86.4% | +197.6% | -111.2% | -2.7% |
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