+207.3%
SHEL vs B
+200.3%
+7.0%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | +0.1% |
| 7D | +3.0% | +1.0% | +2.0% | +2.8% |
| 30D | +7.2% | +9.5% | -2.3% | +5.6% |
| 3M | +12.9% | +14.3% | -1.4% | +9.9% |
| 6M | +13.7% | -1.9% | +15.6% | +12.9% |
| YTD | +33.7% | +4.1% | +29.6% | +31.0% |
| 1Y | +37.9% | +56.1% | -18.2% | +25.1% |
| 3Y | +70.2% | +202.0% | -131.8% | +35.1% |
| 5Y | +192.3% | +158.8% | +33.5% | +135.1% |
| 10Y | +207.3% | +211.9% | -4.6% | +128.5% |
| All | +207.3% | +200.3% | +7.0% | +128.5% |
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