+205.2%
SHEL vs COMP
-52.0%
+257.1%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.4% | +1.3% |
| 7D | +0.8% | 0.0% | +0.8% | +0.8% |
| 30D | -3.6% | +16.6% | -20.1% | -4.1% |
| 3M | +12.0% | -23.5% | +35.6% | +12.8% |
| 6M | +19.7% | +25.7% | -6.0% | +18.1% |
| YTD | +39.6% | -3.4% | +43.0% | +38.7% |
| 1Y | +36.4% | +7.6% | +28.9% | +34.7% |
| 3Y | +70.2% | +423.6% | -353.4% | +52.1% |
| 5Y | +169.2% | -10.6% | +179.8% | +153.9% |
| All | +205.2% | -52.0% | +257.1% | +201.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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