+192.5%
SHEL vs IT
-46.1%
+238.6%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.2% | +0.3% |
| 7D | +3.9% | -12.7% | +16.6% | +4.8% |
| 30D | +7.0% | -8.9% | +15.9% | +7.5% |
| 3M | +12.5% | +10.1% | +2.4% | +11.1% |
| 6M | +14.8% | +7.3% | +7.5% | +13.3% |
| YTD | +34.2% | -32.4% | +66.5% | +37.6% |
| 1Y | +37.0% | -26.6% | +63.6% | +38.8% |
| 3Y | +70.9% | -51.8% | +122.7% | +79.5% |
| 5Y | +192.5% | -45.6% | +238.1% | +195.4% |
| All | +192.5% | -46.1% | +238.6% | +195.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling