+615.0%
F vs SHEL
+2,460.3%
-1,845.2%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.8% | +1.3% |
| 7D | +5.3% | +2.2% | +3.1% | +4.6% |
| 30D | +4.6% | +6.8% | -2.3% | +2.4% |
| 3M | -3.7% | +8.1% | -11.8% | -6.2% |
| 6M | +16.8% | +14.4% | +2.4% | +11.0% |
| YTD | +15.3% | +30.0% | -14.7% | +5.0% |
| 1Y | +31.0% | +33.3% | -2.3% | +18.3% |
| 3Y | +45.4% | +66.4% | -21.0% | +22.0% |
| 5Y | +54.7% | +178.6% | -123.9% | +9.6% |
| 10Y | +98.2% | +198.4% | -100.2% | +34.1% |
| All | +615.0% | +2,460.3% | -1,845.2% | +291.5% |
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