+508.4%
F vs SHEL
+2,629.4%
-2,121.0%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.4% |
| 7D | +1.6% | -8.8% | +10.4% | +4.4% |
| 30D | +2.6% | +2.3% | +0.3% | +1.8% |
| 3M | -8.8% | +11.6% | -20.4% | -12.1% |
| 6M | +4.6% | +15.7% | -11.0% | -0.7% |
| YTD | -1.9% | +38.6% | -40.4% | -12.6% |
| 1Y | -0.8% | +38.5% | -39.2% | -11.6% |
| 3Y | +43.5% | +66.9% | -23.4% | +20.2% |
| 5Y | -12.1% | +160.6% | -172.6% | -36.4% |
| 10Y | +83.6% | +214.1% | -130.5% | +22.0% |
| All | +508.4% | +2,629.4% | -2,121.0% | +225.8% |
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