+71.5%
SHEL vs BG
+18.0%
+53.5%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.6% | +1.3% |
| 7D | +4.1% | +3.1% | +1.0% | +3.2% |
| 30D | +8.4% | +10.2% | -1.8% | +5.3% |
| 3M | +13.7% | -1.7% | +15.4% | +13.9% |
| 6M | +12.7% | +1.0% | +11.7% | +11.9% |
| YTD | +35.3% | +39.9% | -4.6% | +23.3% |
| 1Y | +39.4% | +53.2% | -13.9% | +23.5% |
| 3Y | +71.5% | +16.3% | +55.2% | +65.8% |
| All | +71.5% | +18.0% | +53.5% | +65.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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