+42.5%
SHEL vs BIYA
-99.8%
+142.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.3% |
| 7D | +3.0% | +2.7% | +0.3% | +3.0% |
| 30D | +7.2% | -16.7% | +23.9% | +7.3% |
| 3M | +12.9% | -74.6% | +87.5% | +13.1% |
| 6M | +13.7% | -85.4% | +99.1% | +13.4% |
| YTD | +33.7% | -94.2% | +127.9% | +34.8% |
| 1Y | +37.9% | -98.6% | +136.4% | +42.0% |
| All | +42.5% | -99.8% | +142.3% | +46.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling