+49.1%
MSFT vs SHEL
+69.1%
-19.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.1% |
| 7D | -3.5% | +3.9% | -7.4% | -3.9% |
| 30D | -2.1% | +7.0% | -9.0% | -2.8% |
| 3M | +24.2% | +12.5% | +11.7% | +22.5% |
| 6M | +21.9% | +14.8% | +7.1% | +19.7% |
| YTD | +2.5% | +34.2% | -31.7% | -1.6% |
| 1Y | -0.8% | +37.0% | -37.8% | -5.0% |
| All | +49.1% | +69.1% | -19.9% | +37.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling