+192.3%
SHEL vs IR
+40.4%
+152.0%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.3% | +0.8% |
| 7D | +3.0% | -1.9% | +4.9% | +3.4% |
| 30D | +7.2% | -15.0% | +22.3% | +11.3% |
| 3M | +12.9% | -0.4% | +13.3% | +12.1% |
| 6M | +13.7% | -15.0% | +28.7% | +17.2% |
| YTD | +33.7% | -7.1% | +40.7% | +33.5% |
| 1Y | +37.9% | -7.5% | +45.4% | +37.4% |
| 3Y | +70.2% | +6.3% | +63.9% | +54.1% |
| 5Y | +192.3% | +37.3% | +155.0% | +135.5% |
| All | +192.3% | +40.4% | +152.0% | +135.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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