+36.4%
SHEL vs EXEL
+60.1%
-23.7%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +1.3% |
| 7D | +0.8% | -0.8% | +1.6% | +0.8% |
| 30D | -3.6% | +13.1% | -16.7% | -2.9% |
| 3M | +12.0% | +36.3% | -24.3% | +14.1% |
| 6M | +19.7% | +34.5% | -14.8% | +21.6% |
| YTD | +39.6% | +57.4% | -17.8% | +42.7% |
| 1Y | +36.4% | +62.9% | -26.5% | +38.6% |
| All | +36.4% | +60.1% | -23.7% | +38.6% |
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