-2.5%
IBM vs SHEL
+32.9%
-35.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | 0.0% |
| 7D | -0.3% | +2.2% | -2.5% | -0.5% |
| 30D | +0.3% | +6.8% | -6.6% | -0.5% |
| 3M | -21.6% | +8.1% | -29.7% | -22.6% |
| 6M | -4.7% | +14.4% | -19.1% | -6.5% |
| YTD | -19.1% | +30.0% | -49.1% | -22.7% |
| 1Y | -2.5% | +33.3% | -35.8% | -7.9% |
| All | -2.5% | +32.9% | -35.4% | -7.9% |
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