+38.6%
SHEL vs BIYA
-99.8%
+138.4%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.7% | +2.4% | +0.7% |
| 7D | +2.2% | +1.3% | +0.9% | +2.2% |
| 30D | +6.8% | -21.0% | +27.8% | +7.0% |
| 3M | +8.1% | -74.3% | +82.4% | +8.3% |
| 6M | +14.4% | -84.6% | +99.0% | +14.0% |
| YTD | +30.0% | -94.2% | +124.1% | +31.1% |
| 1Y | +33.3% | -98.2% | +131.6% | +36.6% |
| All | +38.6% | -99.8% | +138.4% | +42.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling