+188.8%
SHEL vs BBY
+1.5%
+187.3%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.1% | -2.2% | +0.5% |
| 7D | +4.1% | +0.6% | +3.5% | +4.0% |
| 30D | +8.4% | +9.4% | -1.0% | +7.3% |
| 3M | +13.7% | +19.3% | -5.6% | +11.4% |
| 6M | +12.7% | +47.9% | -35.2% | +7.5% |
| YTD | +35.3% | +39.6% | -4.3% | +29.6% |
| 1Y | +39.4% | +22.2% | +17.2% | +35.7% |
| 3Y | +71.5% | +45.0% | +26.5% | +59.6% |
| All | +188.8% | +1.5% | +187.3% | +149.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling