+322.4%
NET vs SHEL
+70.2%
+252.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.2% | -0.3% | -1.8% |
| 7D | -16.4% | -3.2% | -13.2% | -15.5% |
| 30D | -25.8% | +5.5% | -31.4% | -27.3% |
| 3M | -11.5% | +14.4% | -25.9% | -16.1% |
| 6M | +18.9% | +16.2% | +2.8% | +11.5% |
| YTD | +35.2% | +42.4% | -7.2% | +15.2% |
| 1Y | +14.5% | +43.3% | -28.8% | -2.7% |
| All | +322.4% | +70.2% | +252.2% | +232.0% |
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