+337.5%
SHEL vs BUD
+201.1%
+136.4%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.6% |
| 7D | +2.2% | +0.3% | +2.0% | +2.1% |
| 30D | +6.8% | -5.7% | +12.5% | +9.7% |
| 3M | +8.1% | +3.1% | +5.0% | +6.0% |
| 6M | +14.4% | +7.9% | +6.5% | +8.9% |
| YTD | +30.0% | +27.3% | +2.6% | +13.7% |
| 1Y | +33.3% | +37.8% | -4.5% | +11.7% |
| 3Y | +66.4% | +49.8% | +16.6% | +28.7% |
| 5Y | +178.6% | +43.8% | +134.7% | +112.3% |
| 10Y | +198.4% | -22.6% | +221.1% | +185.7% |
| All | +337.5% | +201.1% | +136.4% | +98.4% |
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