+210.0%
SHEL vs INDA
+84.7%
+125.3%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.1% | +0.3% |
| 7D | +4.1% | -2.7% | +6.8% | +5.7% |
| 30D | +8.4% | -2.8% | +11.1% | +10.0% |
| 3M | +13.7% | +1.6% | +12.1% | +12.3% |
| 6M | +12.7% | -1.4% | +14.1% | +12.5% |
| YTD | +35.3% | -10.1% | +45.4% | +42.5% |
| 1Y | +39.4% | -8.8% | +48.1% | +45.3% |
| 3Y | +71.5% | +7.6% | +63.8% | +59.1% |
| 5Y | +195.0% | +5.8% | +189.2% | +174.8% |
| All | +210.0% | +84.7% | +125.3% | +102.6% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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