+15.0%
GE vs SHEL
+38.4%
-23.5%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.3% |
| 7D | -2.8% | +3.9% | -6.7% | -2.1% |
| 30D | -11.9% | +7.0% | -18.9% | -10.9% |
| 3M | +1.8% | +12.5% | -10.7% | +4.4% |
| 6M | -0.6% | +14.8% | -15.4% | +0.1% |
| YTD | +5.5% | +34.2% | -28.7% | +1.1% |
| 1Y | +15.0% | +37.0% | -22.0% | +10.8% |
| All | +15.0% | +38.4% | -23.5% | +10.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling