+192.3%
SHEL vs A
-16.2%
+208.6%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +0.5% |
| 7D | +3.0% | -4.4% | +7.4% | +3.6% |
| 30D | +7.2% | -2.7% | +9.9% | +7.5% |
| 3M | +12.9% | +7.0% | +5.8% | +11.6% |
| 6M | +13.7% | +24.6% | -10.9% | +9.5% |
| YTD | +33.7% | +7.0% | +26.7% | +31.9% |
| 1Y | +37.9% | +15.6% | +22.3% | +33.9% |
| 3Y | +70.2% | +29.9% | +40.3% | +59.1% |
| 5Y | +192.3% | -15.4% | +207.7% | +154.8% |
| All | +192.3% | -16.2% | +208.6% | +154.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling