+433.6%
SHEL vs A
+543.3%
-109.7%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.2% |
| 7D | +0.8% | -0.5% | +1.2% | +0.9% |
| 30D | -3.6% | 0.0% | -3.6% | -3.7% |
| 3M | +12.0% | +16.7% | -4.7% | +8.1% |
| 6M | +19.7% | +54.8% | -35.1% | +8.0% |
| YTD | +39.6% | +28.8% | +10.8% | +30.5% |
| 1Y | +36.4% | +19.3% | +17.1% | +29.6% |
| 3Y | +70.2% | +65.5% | +4.7% | +48.1% |
| 5Y | +169.2% | +12.1% | +157.2% | +150.7% |
| 10Y | +217.1% | +305.4% | -88.3% | +122.9% |
| All | +433.6% | +543.3% | -109.7% | +156.6% |
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