+374.8%
META vs SHEL
+191.2%
+183.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +0.8% |
| 7D | +6.7% | +2.2% | +4.5% | +6.2% |
| 30D | +4.8% | +6.8% | -2.1% | +3.1% |
| 3M | -1.6% | +8.1% | -9.7% | -3.6% |
| 6M | -7.5% | +14.4% | -21.9% | -11.0% |
| YTD | -6.4% | +30.0% | -36.4% | -13.0% |
| 1Y | -17.3% | +33.3% | -50.7% | -23.7% |
| 3Y | +109.9% | +66.4% | +43.5% | +82.3% |
| 5Y | +65.4% | +178.6% | -113.2% | +22.0% |
| All | +374.8% | +191.2% | +183.6% | +271.3% |
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 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