+192.3%
SHEL vs ALL
+115.1%
+77.2%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.2% | +0.3% |
| 7D | +3.0% | -2.2% | +5.2% | +3.4% |
| 30D | +7.2% | -5.6% | +12.8% | +8.4% |
| 3M | +12.9% | +17.2% | -4.4% | +8.9% |
| 6M | +13.7% | +23.2% | -9.6% | +8.3% |
| YTD | +33.7% | +23.6% | +10.1% | +26.8% |
| 1Y | +37.9% | +29.2% | +8.7% | +29.2% |
| 3Y | +70.2% | +153.8% | -83.6% | +28.4% |
| 5Y | +192.3% | +116.1% | +76.2% | +126.6% |
| All | +192.3% | +115.1% | +77.2% | +126.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling