+216.1%
SHEL vs ALL
+376.2%
-160.1%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.0% | 0.0% |
| 7D | -1.6% | 0.0% | -1.5% | -1.6% |
| 30D | -4.3% | +12.8% | -17.1% | -9.4% |
| 3M | +10.4% | +4.7% | +5.7% | +7.6% |
| 6M | +17.5% | +24.9% | -7.4% | +5.0% |
| YTD | +37.8% | +30.0% | +7.8% | +19.7% |
| 1Y | +33.8% | +29.9% | +3.8% | +16.1% |
| 3Y | +69.1% | +117.5% | -48.5% | +7.2% |
| 5Y | +165.7% | +161.7% | +4.0% | +42.6% |
| All | +216.1% | +376.2% | -160.1% | +27.7% |
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