+216.1%
SHEL vs A
+300.7%
-84.5%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.2% | +2.9% | +1.3% |
| 7D | -1.6% | +0.7% | -2.3% | -1.8% |
| 30D | -4.3% | +0.8% | -5.1% | -4.7% |
| 3M | +10.4% | +16.9% | -6.5% | +5.3% |
| 6M | +17.5% | +53.8% | -36.2% | +2.8% |
| YTD | +37.8% | +28.1% | +9.7% | +26.6% |
| 1Y | +33.8% | +15.0% | +18.7% | +27.0% |
| 3Y | +69.1% | +63.1% | +6.0% | +38.2% |
| 5Y | +165.7% | +11.5% | +154.2% | +143.7% |
| All | +216.1% | +300.7% | -84.5% | +81.8% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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