+396.6%
SHEL vs A
+457.0%
-60.4%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.5% |
| 7D | +2.2% | -1.9% | +4.2% | +2.6% |
| 30D | +6.8% | +6.9% | -0.1% | +5.2% |
| 3M | +8.1% | +9.2% | -1.1% | +5.7% |
| 6M | +14.4% | +25.7% | -11.3% | +7.9% |
| YTD | +30.0% | +11.5% | +18.4% | +25.6% |
| 1Y | +33.3% | +18.4% | +15.0% | +26.8% |
| 3Y | +66.4% | +26.6% | +39.8% | +53.5% |
| 5Y | +178.6% | -12.8% | +191.4% | +174.0% |
| 10Y | +198.4% | +247.2% | -48.8% | +117.2% |
| All | +396.6% | +457.0% | -60.4% | +146.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling