-18.2%
META vs SHEL
+37.1%
-55.3%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.5% | -3.1% | 0.0% |
| 7D | +6.0% | +1.9% | +4.1% | +6.5% |
| 30D | +3.6% | +8.7% | -5.0% | +5.5% |
| 3M | +4.9% | +11.0% | -6.1% | +7.5% |
| 6M | -4.7% | +14.6% | -19.3% | -3.4% |
| YTD | -6.9% | +33.3% | -40.2% | -7.2% |
| 1Y | -18.2% | +37.9% | -56.1% | -17.7% |
| All | -18.2% | +37.1% | -55.3% | -17.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling