+220.3%
SHEL vs BIL
+26.1%
+194.2%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.4% |
| 7D | +0.8% | +0.1% | +0.7% | +0.9% |
| 30D | -3.6% | +0.3% | -3.9% | -3.3% |
| 3M | +12.0% | +1.0% | +11.1% | +13.2% |
| 6M | +19.7% | +1.9% | +17.8% | +22.3% |
| YTD | +39.6% | +3.2% | +36.5% | +44.7% |
| 1Y | +36.4% | +3.7% | +32.7% | +42.6% |
| 3Y | +70.2% | +13.8% | +56.4% | +108.7% |
| 5Y | +169.2% | +20.3% | +149.0% | +287.5% |
| All | +220.3% | +26.1% | +194.2% | +329.5% |
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