+39.4%
SHEL vs BTSG
+113.2%
-73.8%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.6% | +0.9% |
| 7D | +4.1% | -3.3% | +7.4% | +3.9% |
| 30D | +8.4% | -1.6% | +10.0% | +8.4% |
| 3M | +13.7% | -6.9% | +20.6% | +13.4% |
| 6M | +12.7% | +42.1% | -29.4% | +11.9% |
| YTD | +35.3% | +56.8% | -21.5% | +33.8% |
| 1Y | +39.4% | +109.8% | -70.5% | +36.2% |
| All | +39.4% | +113.2% | -73.8% | +36.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 1y: compounded portfolio wealth divided by compounded BTSG 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…
1y analysis · Full analysis span regression · 6 months rolling