+43.3%
SHEL vs EXEL
+92.4%
-49.1%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.6% | -2.9% | -2.2% |
| 7D | -3.2% | +9.8% | -12.9% | -2.8% |
| 30D | +5.5% | +23.6% | -18.1% | +6.5% |
| 3M | +14.4% | +29.9% | -15.5% | +15.7% |
| 6M | +16.2% | +64.7% | -48.5% | +17.7% |
| YTD | +42.4% | +66.0% | -23.6% | +44.5% |
| 1Y | +43.3% | +92.0% | -48.7% | +41.9% |
| All | +43.3% | +92.4% | -49.1% | +41.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 1y: compounded portfolio wealth divided by compounded EXEL 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…
1y analysis · Full analysis span regression · 6 months rolling