+2,336.8%
SHEL vs M
+439.9%
+1,896.9%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +0.8% |
| 7D | -3.9% | -3.3% | -0.6% | -3.4% |
| 30D | -3.7% | +8.1% | -11.8% | -5.3% |
| 3M | +9.1% | +2.2% | +6.9% | +8.1% |
| 6M | +16.7% | +35.1% | -18.4% | +9.2% |
| YTD | +36.8% | +15.8% | +21.0% | +30.8% |
| 1Y | +31.8% | +25.8% | +6.0% | +23.7% |
| 3Y | +67.9% | +156.2% | -88.3% | +31.1% |
| 5Y | +163.3% | -2.4% | +165.7% | +133.7% |
| 10Y | +210.7% | -7.1% | +217.8% | +136.8% |
| All | +2,336.8% | +439.9% | +1,896.9% | +1,031.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling