+300.4%
SHEL vs BLDR
+414.6%
-114.2%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.5% | -1.8% | +0.3% |
| 7D | +2.2% | -2.8% | +5.1% | +2.6% |
| 30D | +6.8% | -13.3% | +20.1% | +8.9% |
| 3M | +8.1% | -12.3% | +20.4% | +9.2% |
| 6M | +14.4% | -31.5% | +45.9% | +19.1% |
| YTD | +30.0% | -36.1% | +66.0% | +36.2% |
| 1Y | +33.3% | -54.1% | +87.4% | +46.4% |
| 3Y | +66.4% | -55.8% | +122.2% | +78.4% |
| 5Y | +178.6% | +20.7% | +157.8% | +147.8% |
| 10Y | +198.4% | +390.2% | -191.8% | +104.8% |
| All | +300.4% | +414.6% | -114.2% | +90.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling