+220.3%
SHEL vs B
+216.6%
+3.8%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.4% |
| 7D | +0.8% | -7.3% | +8.1% | +1.9% |
| 30D | -3.6% | -3.3% | -0.2% | -3.3% |
| 3M | +12.0% | -7.8% | +19.8% | +12.8% |
| 6M | +19.7% | -15.5% | +35.2% | +21.6% |
| YTD | +39.6% | -12.3% | +51.9% | +40.0% |
| 1Y | +36.4% | +5.4% | +31.1% | +32.3% |
| 3Y | +70.2% | +165.5% | -95.3% | +37.0% |
| 5Y | +169.2% | +107.0% | +62.2% | +123.4% |
| All | +220.3% | +216.6% | +3.8% | +141.4% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 B 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