+188.8%
SHEL vs ITOT
+74.3%
+114.5%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.4% |
| 7D | +4.1% | -0.9% | +5.0% | +4.6% |
| 30D | +8.4% | -1.5% | +9.8% | +9.1% |
| 3M | +13.7% | +3.6% | +10.1% | +11.5% |
| 6M | +12.7% | +13.7% | -1.0% | +5.0% |
| YTD | +35.3% | +12.9% | +22.4% | +26.4% |
| 1Y | +39.4% | +17.2% | +22.2% | +27.6% |
| 3Y | +71.5% | +75.6% | -4.2% | +24.1% |
| All | +188.8% | +74.3% | +114.5% | +105.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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