+58.1%
INTC vs SHEL
+71.4%
-13.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.3% | -3.8% | -3.0% |
| 7D | +6.0% | +0.8% | +5.2% | +5.7% |
| 30D | -39.2% | -3.6% | -35.6% | -38.5% |
| 3M | -42.9% | +12.0% | -55.0% | -46.1% |
| 6M | -50.4% | +19.7% | -70.1% | -55.0% |
| YTD | +61.7% | +39.6% | +22.0% | +28.8% |
| 1Y | +66.1% | +36.4% | +29.7% | +34.7% |
| 3Y | +58.1% | +70.2% | -12.1% | +17.3% |
| All | +58.1% | +71.4% | -13.2% | +17.3% |
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