+459.6%
SHEL vs BG
+1,181.2%
-721.6%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | +3.0% | +0.5% | +2.5% | +2.8% |
| 30D | +7.2% | +10.3% | -3.1% | +3.5% |
| 3M | +12.9% | -1.9% | +14.8% | +13.1% |
| 6M | +13.7% | +5.2% | +8.4% | +11.0% |
| YTD | +33.7% | +41.2% | -7.5% | +17.6% |
| 1Y | +37.9% | +50.5% | -12.7% | +17.9% |
| 3Y | +70.2% | +19.9% | +50.3% | +54.7% |
| 5Y | +192.3% | +86.7% | +105.6% | +123.4% |
| 10Y | +207.3% | +167.5% | +39.8% | +96.6% |
| All | +459.6% | +1,181.2% | -721.6% | +188.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling