-6.5%
IBM vs SHEL
+38.4%
-45.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.4% | -2.8% | -2.5% |
| 7D | -0.3% | +3.9% | -4.2% | -0.7% |
| 30D | -1.8% | +7.0% | -8.8% | -2.5% |
| 3M | -13.5% | +12.5% | -26.0% | -15.0% |
| 6M | -5.1% | +14.8% | -19.9% | -6.9% |
| YTD | -19.4% | +34.2% | -53.6% | -23.3% |
| 1Y | -6.5% | +37.0% | -43.5% | -12.5% |
| All | -6.5% | +38.4% | -45.0% | -12.5% |
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