+2,525.5%
SHEL vs BTI
+6,031.1%
-3,505.6%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.4% | +2.9% | +2.7% |
| 7D | +1.9% | -1.4% | +3.3% | +2.3% |
| 30D | +8.7% | -7.0% | +15.7% | +10.8% |
| 3M | +11.0% | -6.3% | +17.3% | +12.6% |
| 6M | +14.6% | -2.0% | +16.5% | +14.4% |
| YTD | +33.3% | +0.2% | +33.1% | +32.1% |
| 1Y | +37.9% | +3.8% | +34.1% | +35.1% |
| 3Y | +69.7% | +112.1% | -42.3% | +34.0% |
| 5Y | +190.2% | +113.6% | +76.5% | +128.7% |
| 10Y | +197.0% | +69.6% | +127.4% | +143.7% |
| All | +2,525.5% | +6,031.1% | -3,505.6% | +1,529.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling