+2,525.5%
SHEL vs BAX
+862.9%
+1,662.7%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.8% | +6.3% | +3.4% |
| 7D | +1.9% | -2.4% | +4.4% | +2.5% |
| 30D | +8.7% | -9.7% | +18.4% | +11.1% |
| 3M | +11.0% | +29.3% | -18.3% | +3.8% |
| 6M | +14.6% | +40.7% | -26.1% | +4.3% |
| YTD | +33.3% | +30.3% | +3.0% | +22.6% |
| 1Y | +37.9% | +3.4% | +34.5% | +33.4% |
| 3Y | +69.7% | -32.0% | +101.8% | +76.9% |
| 5Y | +190.2% | -66.9% | +257.0% | +256.6% |
| 10Y | +197.0% | -37.1% | +234.1% | +204.5% |
| All | +2,525.5% | +862.9% | +1,662.7% | +1,552.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling