+192.5%
SHEL vs BTI
+116.2%
+76.3%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | +0.1% |
| 7D | +3.9% | -2.0% | +5.9% | +4.6% |
| 30D | +7.0% | -3.4% | +10.4% | +8.0% |
| 3M | +12.5% | -9.0% | +21.5% | +15.4% |
| 6M | +14.8% | -5.0% | +19.8% | +15.5% |
| YTD | +34.2% | -0.3% | +34.5% | +32.4% |
| 1Y | +37.0% | +3.1% | +33.9% | +33.3% |
| 3Y | +70.9% | +111.0% | -40.1% | +18.5% |
| 5Y | +192.5% | +117.0% | +75.5% | +98.1% |
| All | +192.5% | +116.2% | +76.3% | +98.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 5y: compounded portfolio wealth divided by compounded BTI 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…
5y analysis · Full analysis span regression · 6 months rolling