+220.3%
SHEL vs EXEL
+320.7%
-100.4%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +1.5% |
| 7D | +0.8% | -0.8% | +1.6% | +0.9% |
| 30D | -3.6% | +13.1% | -16.7% | -5.0% |
| 3M | +12.0% | +36.3% | -24.3% | +8.1% |
| 6M | +19.7% | +34.5% | -14.8% | +15.3% |
| YTD | +39.6% | +57.4% | -17.8% | +31.6% |
| 1Y | +36.4% | +62.9% | -26.5% | +28.0% |
| 3Y | +70.2% | +229.5% | -159.3% | +42.6% |
| 5Y | +169.2% | +281.2% | -112.0% | +117.2% |
| All | +220.3% | +320.7% | -100.4% | +165.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling