+37.0%
SHEL vs EXEL
+50.0%
-13.0%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +0.3% |
| 7D | +3.9% | -2.9% | +6.8% | +3.8% |
| 30D | +7.0% | +11.9% | -4.9% | +7.5% |
| 3M | +12.5% | +9.2% | +3.3% | +12.8% |
| 6M | +14.8% | +39.1% | -24.3% | +15.4% |
| YTD | +34.2% | +31.0% | +3.1% | +35.0% |
| 1Y | +37.0% | +52.3% | -15.3% | +39.3% |
| All | +37.0% | +50.0% | -13.0% | +39.3% |
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