+251.8%
SHEL vs BIL
+31.3%
+220.6%
-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% | +0.7% | +0.7% |
| 7D | -1.6% | +0.1% | -1.6% | -1.2% |
| 30D | -4.3% | +0.3% | -4.6% | -2.9% |
| 3M | +10.4% | +0.9% | +9.5% | +15.3% |
| 6M | +17.5% | +1.8% | +15.7% | +28.2% |
| YTD | +37.8% | +3.1% | +34.7% | +59.6% |
| 1Y | +33.8% | +3.7% | +30.1% | +58.9% |
| 3Y | +69.1% | +13.8% | +55.3% | +218.6% |
| 5Y | +165.7% | +20.2% | +145.5% | +567.7% |
| 10Y | +212.9% | +26.1% | +186.8% | +911.6% |
| All | +251.8% | +31.3% | +220.6% | +969.2% |
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