+207.4%
SHEL vs BLDR
+372.1%
-164.7%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.9% | +4.3% | +1.1% |
| 7D | +3.9% | -8.1% | +12.0% | +5.6% |
| 30D | +7.0% | -21.5% | +28.4% | +11.8% |
| 3M | +12.5% | -21.0% | +33.5% | +16.2% |
| 6M | +14.8% | -37.1% | +51.8% | +23.3% |
| YTD | +34.2% | -42.7% | +76.9% | +46.2% |
| 1Y | +37.0% | -58.0% | +95.0% | +59.2% |
| 3Y | +70.9% | -57.8% | +128.7% | +88.1% |
| 5Y | +192.5% | +10.3% | +182.3% | +132.3% |
| All | +207.4% | +372.1% | -164.7% | +52.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 10y: compounded portfolio wealth divided by compounded BLDR 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…
10y analysis · Full analysis span regression · 6 months rolling