+69.4%
SHEL vs BAX
-33.8%
+103.1%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.9% | +2.2% | +0.5% |
| 7D | +3.0% | -5.1% | +8.1% | +3.5% |
| 30D | +7.2% | -12.2% | +19.4% | +8.4% |
| 3M | +12.9% | +21.8% | -8.9% | +10.5% |
| 6M | +13.7% | +36.3% | -22.6% | +9.8% |
| YTD | +33.7% | +27.8% | +5.9% | +29.5% |
| 1Y | +37.9% | -0.1% | +37.9% | +37.8% |
| All | +69.4% | -33.8% | +103.1% | +70.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling