+33.8%
SHEL vs ALL
+31.1%
+2.6%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.0% | +0.8% |
| 7D | -1.6% | 0.0% | -1.5% | -1.5% |
| 30D | -4.3% | +12.8% | -17.1% | -3.7% |
| 3M | +10.4% | +4.7% | +5.7% | +10.2% |
| 6M | +17.5% | +24.9% | -7.4% | +21.1% |
| YTD | +37.8% | +30.0% | +7.8% | +44.4% |
| 1Y | +33.8% | +29.9% | +3.8% | +40.3% |
| All | +33.8% | +31.1% | +2.6% | +40.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling