+210.0%
SHEL vs CBOE
+368.5%
-158.5%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.2% | +3.1% | +1.4% |
| 7D | +4.1% | -5.8% | +9.9% | +5.7% |
| 30D | +8.4% | -3.1% | +11.5% | +9.1% |
| 3M | +13.7% | -4.8% | +18.5% | +14.5% |
| 6M | +12.7% | -0.6% | +13.3% | +11.1% |
| YTD | +35.3% | +12.8% | +22.5% | +28.2% |
| 1Y | +39.4% | +19.8% | +19.6% | +29.5% |
| 3Y | +71.5% | +86.9% | -15.5% | +34.5% |
| 5Y | +195.0% | +136.5% | +58.5% | +108.4% |
| All | +210.0% | +368.5% | -158.5% | +87.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 CBOE 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