+1,449.6%
NET vs SHEL
+115.0%
+1,334.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.7% | -2.6% | -2.1% |
| 7D | -7.0% | +2.2% | -9.2% | -7.4% |
| 30D | -4.8% | +6.8% | -11.6% | -6.1% |
| 3M | +3.8% | +8.1% | -4.3% | +2.1% |
| 6M | +50.0% | +14.4% | +35.6% | +45.9% |
| YTD | +41.5% | +30.0% | +11.5% | +34.2% |
| 1Y | +32.8% | +33.3% | -0.5% | +25.4% |
| 3Y | +335.9% | +66.4% | +269.4% | +295.5% |
| 5Y | +113.8% | +178.6% | -64.7% | +84.9% |
| All | +1,449.6% | +115.0% | +1,334.6% | +1,289.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling