+207.4%
SHEL vs BIL
+25.2%
+182.2%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +3.9% | +0.1% | +3.9% | +4.0% |
| 30D | +7.0% | +0.3% | +6.7% | +7.4% |
| 3M | +12.5% | +0.9% | +11.6% | +13.9% |
| 6M | +14.8% | +1.8% | +13.0% | +17.5% |
| YTD | +34.2% | +2.5% | +31.7% | +38.7% |
| 1Y | +37.0% | +3.7% | +33.3% | +44.8% |
| 3Y | +70.9% | +14.1% | +56.8% | +118.1% |
| 5Y | +192.5% | +19.4% | +173.1% | +334.5% |
| All | +207.4% | +25.2% | +182.2% | +352.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BIL.
Daily Out/Under-Performance
Portfolio return minus BIL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIL 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 BIL 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