+13,164.2%
GOOG vs SHEL
+460.5%
+12,703.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.3% | -2.4% | -2.2% |
| 7D | -1.6% | +3.0% | -4.6% | -2.6% |
| 30D | -7.7% | +7.2% | -14.9% | -10.0% |
| 3M | -9.3% | +12.9% | -22.2% | -13.5% |
| 6M | +7.4% | +13.7% | -6.3% | +1.7% |
| YTD | +4.9% | +33.7% | -28.8% | -6.9% |
| 1Y | +37.2% | +37.9% | -0.7% | +20.3% |
| 3Y | +141.6% | +70.2% | +71.4% | +93.2% |
| 5Y | +128.8% | +192.3% | -63.6% | +43.5% |
| 10Y | +772.7% | +207.3% | +565.4% | +390.7% |
| All | +13,164.2% | +460.5% | +12,703.7% | +5,226.6% |
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