+37.9%
SHEL vs M
+30.1%
+7.8%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.2% | +4.5% | +0.1% |
| 7D | +3.0% | -4.1% | +7.1% | +2.8% |
| 30D | +7.2% | -13.6% | +20.8% | +6.5% |
| 3M | +12.9% | -2.3% | +15.2% | +12.7% |
| 6M | +13.7% | +21.9% | -8.2% | +14.3% |
| YTD | +33.7% | -0.6% | +34.3% | +34.4% |
| 1Y | +37.9% | +29.7% | +8.1% | +34.7% |
| All | +37.9% | +30.1% | +7.8% | +34.7% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 1y: compounded portfolio wealth divided by compounded M 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…
1y analysis · Full analysis span regression · 6 months rolling