+164.3%
INTC vs SHEL
+69.1%
+95.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.4% | -5.9% | -5.7% |
| 7D | +9.4% | +3.9% | +5.5% | +7.7% |
| 30D | +2.7% | +7.0% | -4.3% | -0.3% |
| 3M | -6.3% | +12.5% | -18.8% | -11.3% |
| 6M | +114.5% | +14.8% | +99.7% | +98.1% |
| YTD | +171.9% | +34.2% | +137.7% | +125.2% |
| 1Y | +305.0% | +37.0% | +268.0% | +230.7% |
| All | +164.3% | +69.1% | +95.2% | +98.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling