+192.5%
SHEL vs ICE
+38.6%
+153.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.5% |
| 7D | +3.9% | -5.3% | +9.3% | +5.0% |
| 30D | +7.0% | +3.0% | +3.9% | +6.3% |
| 3M | +12.5% | +11.4% | +1.1% | +9.9% |
| 6M | +14.8% | -2.0% | +16.8% | +14.9% |
| YTD | +34.2% | -3.1% | +37.3% | +34.1% |
| 1Y | +37.0% | -8.4% | +45.4% | +38.5% |
| 3Y | +70.9% | +40.7% | +30.1% | +54.9% |
| 5Y | +192.5% | +40.0% | +152.6% | +156.1% |
| All | +192.5% | +38.6% | +153.9% | +156.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling