+1,726.0%
SHEL vs IT
+5,645.5%
-3,919.5%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -7.4% | +10.0% | +3.7% |
| 7D | +1.9% | -9.1% | +11.1% | +3.3% |
| 30D | +8.7% | -7.0% | +15.7% | +9.6% |
| 3M | +11.0% | +7.6% | +3.3% | +8.4% |
| 6M | +14.6% | +2.1% | +12.4% | +12.3% |
| YTD | +33.3% | -31.6% | +64.9% | +38.2% |
| 1Y | +37.9% | -29.9% | +67.8% | +41.9% |
| 3Y | +69.7% | -51.3% | +121.0% | +81.9% |
| 5Y | +190.2% | -44.8% | +234.9% | +200.5% |
| 10Y | +197.0% | +91.4% | +105.6% | +148.9% |
| All | +1,726.0% | +5,645.5% | -3,919.5% | +1,754.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling