+10,848.8%
JPM vs SHEL
+2,650.9%
+8,197.9%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.3% | +0.5% |
| 7D | +3.5% | +0.8% | +2.7% | +3.2% |
| 30D | +3.3% | -3.6% | +6.8% | +4.4% |
| 3M | -4.2% | +12.0% | -16.2% | -8.1% |
| 6M | +16.4% | +19.7% | -3.3% | +8.8% |
| YTD | +9.5% | +39.6% | -30.1% | -3.5% |
| 1Y | +14.0% | +36.4% | -22.4% | +1.2% |
| 3Y | +153.1% | +70.2% | +82.9% | +106.6% |
| 5Y | +134.9% | +169.2% | -34.4% | +60.8% |
| 10Y | +485.7% | +217.1% | +268.7% | +268.0% |
| All | +10,848.8% | +2,650.9% | +8,197.9% | +5,377.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling