+404.3%
META vs SHEL
+210.3%
+194.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.9% | +1.1% |
| 7D | -0.8% | -8.8% | +8.0% | +1.3% |
| 30D | -15.4% | +2.3% | -17.7% | -15.9% |
| 3M | +3.5% | +11.6% | -8.0% | +0.8% |
| 6M | -0.3% | +15.7% | -15.9% | -4.1% |
| YTD | -7.3% | +38.6% | -45.9% | -15.2% |
| 1Y | -1.1% | +38.5% | -39.6% | -9.6% |
| 3Y | +95.1% | +66.9% | +28.2% | +69.2% |
| 5Y | +80.6% | +160.6% | -80.0% | +36.3% |
| All | +404.3% | +210.3% | +194.0% | +294.7% |
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