+210.0%
SHEL vs INFY
+80.1%
+129.9%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INFY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.6% | +0.4% |
| 7D | +4.1% | -5.4% | +9.5% | +5.6% |
| 30D | +8.4% | -9.9% | +18.2% | +11.3% |
| 3M | +13.7% | -4.6% | +18.3% | +14.1% |
| 6M | +12.7% | -18.5% | +31.2% | +17.8% |
| YTD | +35.3% | -36.5% | +71.8% | +51.5% |
| 1Y | +39.4% | -32.8% | +72.1% | +52.1% |
| 3Y | +71.5% | -32.2% | +103.7% | +81.7% |
| 5Y | +195.0% | -44.7% | +239.7% | +228.1% |
| All | +210.0% | +80.1% | +129.9% | +108.8% |
Cumulative growth
Daily Returns
Daily percentage return beside INFY.
Daily Out/Under-Performance
Portfolio return minus INFY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INFY 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 INFY 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