+101.1%
GOOGL vs SHEL
+164.9%
-63.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -1.2% |
| 7D | +3.9% | +0.8% | +3.1% | +3.7% |
| 30D | -14.9% | -3.6% | -11.3% | -14.6% |
| 3M | -14.6% | +12.0% | -26.6% | -16.6% |
| 6M | -26.4% | +19.7% | -46.1% | -29.3% |
| YTD | -5.3% | +39.6% | -45.0% | -12.6% |
| 1Y | +6.5% | +36.4% | -30.0% | -1.3% |
| 3Y | +126.0% | +70.2% | +55.8% | +97.2% |
| All | +101.1% | +164.9% | -63.8% | +54.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling