+98.3%
SHEL vs BOXX
+18.5%
+79.8%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.9% |
| 7D | +4.1% | +0.1% | +4.1% | +4.2% |
| 30D | +8.4% | +0.3% | +8.1% | +9.0% |
| 3M | +13.7% | +1.0% | +12.7% | +16.0% |
| 6M | +12.7% | +1.9% | +10.8% | +17.8% |
| YTD | +35.3% | +2.7% | +32.6% | +45.2% |
| 1Y | +39.4% | +4.0% | +35.3% | +57.3% |
| 3Y | +71.5% | +14.7% | +56.8% | +221.9% |
| All | +98.3% | +18.5% | +79.8% | +443.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 BOXX 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