+780.7%
GOOG vs SHEL
+214.0%
+566.7%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.7% | +1.3% |
| 7D | 0.0% | +4.1% | -4.1% | -1.0% |
| 30D | -2.0% | +8.4% | -10.3% | -4.1% |
| 3M | -5.9% | +13.7% | -19.6% | -9.3% |
| 6M | +8.9% | +12.7% | -3.8% | +4.8% |
| YTD | +7.1% | +35.3% | -28.2% | -2.3% |
| 1Y | +39.7% | +39.4% | +0.3% | +26.1% |
| 3Y | +145.8% | +71.5% | +74.4% | +107.3% |
| 5Y | +138.6% | +195.0% | -56.4% | +67.0% |
| All | +780.7% | +214.0% | +566.7% | +539.1% |
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