+160.4%
SHEL vs COMP
-17.6%
+178.0%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +10.7% | -11.8% | -1.3% |
| 7D | -8.8% | +13.4% | -22.3% | -9.2% |
| 30D | +2.3% | +11.1% | -8.8% | +1.9% |
| 3M | +11.6% | -18.8% | +30.4% | +12.1% |
| 6M | +15.7% | +10.5% | +5.2% | +14.7% |
| YTD | +38.6% | -3.4% | +42.0% | +37.7% |
| 1Y | +38.5% | +19.7% | +18.8% | +36.1% |
| 3Y | +66.9% | +381.6% | -314.7% | +50.1% |
| All | +160.4% | -17.6% | +178.0% | +158.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling