+69.4%
SHEL vs A
+29.6%
+39.8%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +0.4% |
| 7D | +3.0% | -4.4% | +7.4% | +3.4% |
| 30D | +7.2% | -2.7% | +9.9% | +7.4% |
| 3M | +12.9% | +7.0% | +5.8% | +12.0% |
| 6M | +13.7% | +24.6% | -10.9% | +10.4% |
| YTD | +33.7% | +7.0% | +26.7% | +32.7% |
| 1Y | +37.9% | +15.6% | +22.3% | +34.8% |
| All | +69.4% | +29.6% | +39.8% | +65.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling