+477.1%
SHEL vs BNS
+1,463.9%
-986.7%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.8% |
| 7D | +3.0% | -1.3% | +4.3% | +3.8% |
| 30D | +7.2% | +4.0% | +3.2% | +4.0% |
| 3M | +12.9% | +13.8% | -0.9% | +3.0% |
| 6M | +13.7% | +32.7% | -19.0% | -6.7% |
| YTD | +33.7% | +27.6% | +6.1% | +12.3% |
| 1Y | +37.9% | +47.4% | -9.5% | +5.1% |
| 3Y | +70.2% | +129.0% | -58.7% | -5.1% |
| 5Y | +192.3% | +92.7% | +99.6% | +80.7% |
| 10Y | +207.3% | +182.1% | +25.2% | +50.4% |
| All | +477.1% | +1,463.9% | -986.7% | +11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 BNS 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