+231.8%
SHEL vs BIL
+30.4%
+201.4%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.6% | +0.8% |
| 7D | +2.2% | +0.1% | +2.2% | +2.7% |
| 30D | +6.8% | +0.3% | +6.5% | +8.5% |
| 3M | +8.1% | +0.9% | +7.2% | +13.1% |
| 6M | +14.4% | +1.8% | +12.6% | +24.7% |
| YTD | +30.0% | +2.4% | +27.5% | +45.8% |
| 1Y | +33.3% | +3.7% | +29.6% | +58.9% |
| 3Y | +66.4% | +14.2% | +52.3% | +219.6% |
| 5Y | +178.6% | +19.4% | +159.2% | +577.7% |
| 10Y | +198.4% | +25.2% | +173.2% | +831.1% |
| All | +231.8% | +30.4% | +201.4% | +876.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling