+69.4%
SHEL vs BLDR
-56.4%
+125.7%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.9% | +2.2% | +0.4% |
| 7D | +3.0% | -2.7% | +5.7% | +3.1% |
| 30D | +7.2% | -14.7% | +21.9% | +7.8% |
| 3M | +12.9% | -20.8% | +33.7% | +13.7% |
| 6M | +13.7% | -35.3% | +49.0% | +16.3% |
| YTD | +33.7% | -40.3% | +74.0% | +37.5% |
| 1Y | +37.9% | -56.3% | +94.2% | +46.1% |
| All | +69.4% | -56.4% | +125.7% | +79.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling