+210.0%
SHEL vs ICE
+220.6%
-10.6%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.4% |
| 7D | +4.1% | -2.4% | +6.5% | +5.1% |
| 30D | +8.4% | +4.0% | +4.4% | +6.5% |
| 3M | +13.7% | +13.7% | 0.0% | +7.5% |
| 6M | +12.7% | +0.9% | +11.8% | +11.6% |
| YTD | +35.3% | -2.1% | +37.4% | +34.6% |
| 1Y | +39.4% | -9.5% | +48.9% | +43.1% |
| 3Y | +71.5% | +42.1% | +29.4% | +40.8% |
| 5Y | +195.0% | +41.4% | +153.6% | +135.2% |
| All | +210.0% | +220.6% | -10.6% | +82.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ICE.
Daily Out/Under-Performance
Portfolio return minus ICE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ICE 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 ICE 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