+207.4%
SHEL vs BUD
-22.8%
+230.2%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.6% |
| 7D | +3.9% | -3.2% | +7.1% | +5.5% |
| 30D | +7.0% | -3.7% | +10.6% | +8.7% |
| 3M | +12.5% | -4.4% | +16.9% | +14.4% |
| 6M | +14.8% | +7.7% | +7.0% | +9.4% |
| YTD | +34.2% | +23.1% | +11.1% | +19.6% |
| 1Y | +37.0% | +33.6% | +3.4% | +16.9% |
| 3Y | +70.9% | +44.7% | +26.2% | +34.5% |
| 5Y | +192.5% | +44.9% | +147.6% | +120.4% |
| All | +207.4% | -22.8% | +230.2% | +154.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 10y: compounded portfolio wealth divided by compounded BUD 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…
10y analysis · Full analysis span regression · 6 months rolling