+210.0%
SHEL vs BAX
-38.1%
+248.1%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.4% | +1.1% |
| 7D | +4.1% | -7.9% | +12.0% | +5.6% |
| 30D | +8.4% | -11.7% | +20.0% | +10.7% |
| 3M | +13.7% | +16.2% | -2.5% | +9.9% |
| 6M | +12.7% | +32.0% | -19.3% | +5.8% |
| YTD | +35.3% | +24.7% | +10.6% | +27.5% |
| 1Y | +39.4% | -2.6% | +42.0% | +38.0% |
| 3Y | +71.5% | -35.0% | +106.4% | +81.3% |
| 5Y | +195.0% | -67.6% | +262.6% | +275.7% |
| All | +210.0% | -38.1% | +248.1% | +248.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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