+590.9%
JPM vs SHEL
+214.0%
+376.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | -0.1% | +0.4% |
| 7D | -0.7% | +4.1% | -4.8% | -2.5% |
| 30D | -2.5% | +8.4% | -10.8% | -6.1% |
| 3M | +14.1% | +13.7% | +0.4% | +7.1% |
| 6M | +25.1% | +12.7% | +12.4% | +17.3% |
| YTD | +12.1% | +35.3% | -23.2% | -4.1% |
| 1Y | +18.8% | +39.4% | -20.6% | -0.1% |
| 3Y | +163.4% | +71.5% | +92.0% | +97.3% |
| 5Y | +156.5% | +195.0% | -38.5% | +39.9% |
| All | +590.9% | +214.0% | +376.9% | +267.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling