+192.5%
SHEL vs JCI
+105.2%
+87.3%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.8% | +0.7% |
| 7D | +3.9% | +0.4% | +3.5% | +3.8% |
| 30D | +7.0% | -7.7% | +14.7% | +8.7% |
| 3M | +12.5% | +2.8% | +9.7% | +11.5% |
| 6M | +14.8% | +7.2% | +7.5% | +12.1% |
| YTD | +34.2% | +20.0% | +14.2% | +27.4% |
| 1Y | +37.0% | +33.3% | +3.7% | +26.5% |
| 3Y | +70.9% | +161.3% | -90.4% | +29.4% |
| 5Y | +192.5% | +108.8% | +83.8% | +124.8% |
| All | +192.5% | +105.2% | +87.3% | +124.8% |
Cumulative growth
Daily Returns
Daily percentage return beside JCI.
Daily Out/Under-Performance
Portfolio return minus JCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JCI 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 JCI 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