+2,214.6%
SHEL vs M
+396.5%
+1,818.0%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.6% | -1.9% | +0.2% |
| 7D | +2.2% | +4.7% | -2.5% | +1.4% |
| 30D | +6.8% | -9.6% | +16.5% | +8.7% |
| 3M | +8.1% | +0.9% | +7.3% | +7.4% |
| 6M | +14.4% | +22.3% | -7.9% | +9.2% |
| YTD | +30.0% | +6.5% | +23.4% | +26.7% |
| 1Y | +33.3% | +38.8% | -5.4% | +23.2% |
| 3Y | +66.4% | +115.9% | -49.5% | +34.5% |
| 5Y | +178.6% | +28.6% | +149.9% | +132.4% |
| 10Y | +198.4% | -2.5% | +201.0% | +125.8% |
| All | +2,214.6% | +396.5% | +1,818.0% | +995.8% |
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