+37.0%
SHEL vs BIYA
-98.7%
+135.7%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | +0.4% |
| 7D | +3.9% | -1.3% | +5.2% | +3.9% |
| 30D | +7.0% | -15.9% | +22.9% | +7.0% |
| 3M | +12.5% | -81.2% | +93.7% | +13.0% |
| 6M | +14.8% | -88.2% | +103.0% | +15.0% |
| YTD | +34.2% | -94.1% | +128.3% | +35.3% |
| 1Y | +37.0% | -98.7% | +135.7% | +39.9% |
| All | +37.0% | -98.7% | +135.7% | +39.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 1y: compounded portfolio wealth divided by compounded BIYA 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…
1y analysis · Full analysis span regression · 6 months rolling