+207.4%
SHEL vs A
+247.2%
-39.8%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +0.7% |
| 7D | +3.9% | -4.6% | +8.5% | +5.2% |
| 30D | +7.0% | -4.3% | +11.2% | +8.1% |
| 3M | +12.5% | +8.9% | +3.5% | +9.3% |
| 6M | +14.8% | +24.5% | -9.7% | +6.2% |
| YTD | +34.2% | +5.8% | +28.4% | +30.2% |
| 1Y | +37.0% | +16.2% | +20.8% | +28.5% |
| 3Y | +70.9% | +28.5% | +42.4% | +49.6% |
| 5Y | +192.5% | -16.3% | +208.9% | +195.2% |
| All | +207.4% | +247.2% | -39.8% | +75.7% |
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