+39.4%
SHEL vs IT
-23.2%
+62.6%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.3% | -4.4% | +0.9% |
| 7D | +4.1% | -3.7% | +7.8% | +4.1% |
| 30D | +8.4% | +0.1% | +8.3% | +8.3% |
| 3M | +13.7% | +20.7% | -7.0% | +13.5% |
| 6M | +12.7% | +12.0% | +0.7% | +12.3% |
| YTD | +35.3% | -28.8% | +64.1% | +31.0% |
| 1Y | +39.4% | -25.5% | +64.9% | +34.5% |
| All | +39.4% | -23.2% | +62.6% | +34.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 1y: compounded portfolio wealth divided by compounded IT 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…
1y analysis · Full analysis span regression · 6 months rolling