+102.3%
INTC vs SHEL
+190.7%
-88.4%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.4% | -5.9% | -5.7% |
| 7D | +9.4% | +3.9% | +5.5% | +8.0% |
| 30D | +2.7% | +7.0% | -4.3% | +0.2% |
| 3M | -6.3% | +12.5% | -18.8% | -10.7% |
| 6M | +114.5% | +14.8% | +99.7% | +101.3% |
| YTD | +171.9% | +34.2% | +137.7% | +137.4% |
| 1Y | +305.0% | +37.0% | +268.0% | +250.7% |
| 3Y | +168.3% | +70.9% | +97.5% | +114.0% |
| 5Y | +102.3% | +192.5% | -90.2% | +33.3% |
| All | +102.3% | +190.7% | -88.4% | +33.3% |
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 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