+210.0%
SHEL vs BBY
+252.7%
-42.7%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.1% | -2.2% | +0.2% |
| 7D | +4.1% | +0.6% | +3.5% | +4.0% |
| 30D | +8.4% | +9.4% | -1.0% | +6.2% |
| 3M | +13.7% | +19.3% | -5.6% | +9.0% |
| 6M | +12.7% | +47.9% | -35.2% | +2.3% |
| YTD | +35.3% | +39.6% | -4.3% | +23.8% |
| 1Y | +39.4% | +22.2% | +17.2% | +31.1% |
| 3Y | +71.5% | +45.0% | +26.5% | +49.0% |
| 5Y | +195.0% | +2.6% | +192.4% | +170.2% |
| All | +210.0% | +252.7% | -42.7% | +129.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 BBY 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