+71.5%
SHEL vs BTG
+94.8%
-23.4%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.5% | +0.8% |
| 7D | +4.1% | -3.8% | +7.9% | +4.3% |
| 30D | +8.4% | +3.6% | +4.7% | +8.0% |
| 3M | +13.7% | +32.0% | -18.3% | +11.1% |
| 6M | +12.7% | +3.4% | +9.3% | +12.2% |
| YTD | +35.3% | +20.8% | +14.5% | +32.1% |
| 1Y | +39.4% | +22.4% | +17.0% | +35.0% |
| 3Y | +71.5% | +91.7% | -20.3% | +53.9% |
| All | +71.5% | +94.8% | -23.4% | +53.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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