+1,381.0%
NET vs SHEL
+135.6%
+1,245.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.2% | -0.3% | -2.2% |
| 7D | -16.4% | -3.2% | -13.2% | -15.9% |
| 30D | -25.8% | +5.5% | -31.4% | -26.6% |
| 3M | -11.5% | +14.4% | -25.9% | -13.9% |
| 6M | +18.9% | +16.2% | +2.8% | +15.3% |
| YTD | +35.2% | +42.4% | -7.2% | +26.0% |
| 1Y | +14.5% | +43.3% | -28.8% | +6.5% |
| 3Y | +313.8% | +73.3% | +240.5% | +271.9% |
| 5Y | +32.6% | +173.2% | -140.6% | +13.6% |
| All | +1,381.0% | +135.6% | +1,245.4% | +1,204.8% |
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 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