+1,813.2%
SHEL vs IT
+6,296.6%
-4,483.5%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +1.2% |
| 7D | +0.8% | +1.1% | -0.3% | +0.6% |
| 30D | -3.6% | -1.8% | -1.7% | -3.6% |
| 3M | +12.0% | +4.8% | +7.2% | +10.4% |
| 6M | +19.7% | +33.0% | -13.3% | +12.3% |
| YTD | +39.6% | -23.8% | +63.5% | +41.7% |
| 1Y | +36.4% | -16.5% | +53.0% | +36.3% |
| 3Y | +70.2% | -53.6% | +123.8% | +83.8% |
| 5Y | +169.2% | -42.1% | +211.4% | +176.1% |
| 10Y | +217.1% | +90.1% | +127.0% | +164.4% |
| All | +1,813.2% | +6,296.6% | -4,483.5% | +1,801.1% |
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