+790.9%
NOW vs SHEL
+201.7%
+589.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.3% | -2.6% | -2.4% |
| 7D | -4.1% | +3.0% | -7.1% | -4.8% |
| 30D | +2.9% | +7.2% | -4.3% | +1.3% |
| 3M | +22.6% | +12.9% | +9.7% | +19.0% |
| 6M | +7.5% | +13.7% | -6.2% | +4.2% |
| YTD | -14.4% | +33.7% | -48.1% | -20.3% |
| 1Y | -29.8% | +37.9% | -67.7% | -35.1% |
| 3Y | +9.2% | +70.2% | -61.0% | -4.5% |
| 5Y | +0.8% | +192.3% | -191.5% | -22.2% |
| 10Y | +790.9% | +207.3% | +583.6% | +584.4% |
| All | +790.9% | +201.7% | +589.2% | +584.4% |
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