+370.1%
SHEL vs BUD
+217.8%
+152.2%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +0.8% |
| 7D | +0.8% | +1.0% | -0.2% | +0.3% |
| 30D | -3.6% | +6.7% | -10.3% | -6.9% |
| 3M | +12.0% | +5.7% | +6.3% | +8.4% |
| 6M | +19.7% | +5.8% | +13.9% | +15.3% |
| YTD | +39.6% | +34.4% | +5.2% | +18.4% |
| 1Y | +36.4% | +33.3% | +3.2% | +16.0% |
| 3Y | +70.2% | +48.8% | +21.4% | +32.3% |
| 5Y | +169.2% | +52.5% | +116.7% | +99.9% |
| 10Y | +217.1% | -4.0% | +221.1% | +171.7% |
| All | +370.1% | +217.8% | +152.2% | +106.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling