+182.9%
SHEL vs M
+28.2%
+154.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.6% | -1.9% | +0.4% |
| 7D | +2.2% | +4.7% | -2.5% | +1.8% |
| 30D | +6.8% | -9.6% | +16.5% | +7.7% |
| 3M | +8.1% | +0.9% | +7.3% | +7.8% |
| 6M | +14.4% | +22.3% | -7.9% | +11.8% |
| YTD | +30.0% | +6.5% | +23.4% | +28.4% |
| 1Y | +33.3% | +38.8% | -5.4% | +27.9% |
| 3Y | +66.4% | +115.9% | -49.5% | +47.5% |
| All | +182.9% | +28.2% | +154.8% | +164.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling