+210.7%
SHEL vs ALL
+371.2%
-160.5%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.4% |
| 7D | -3.9% | -2.6% | -1.4% | -2.9% |
| 30D | -3.7% | +12.7% | -16.4% | -8.8% |
| 3M | +9.1% | +0.4% | +8.7% | +8.3% |
| 6M | +16.7% | +23.8% | -7.1% | +4.7% |
| YTD | +36.8% | +27.8% | +9.0% | +19.7% |
| 1Y | +31.8% | +28.9% | +2.9% | +14.7% |
| 3Y | +67.9% | +113.9% | -46.0% | +7.3% |
| 5Y | +163.3% | +157.4% | +6.0% | +42.4% |
| 10Y | +210.7% | +369.0% | -158.3% | +28.2% |
| All | +210.7% | +371.2% | -160.5% | +28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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