+210.0%
SHEL vs NTAP
+650.8%
-440.8%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +8.5% | -7.7% | -1.3% |
| 7D | +4.1% | +7.4% | -3.3% | +2.2% |
| 30D | +8.4% | -1.4% | +9.8% | +8.5% |
| 3M | +13.7% | +24.6% | -10.9% | +6.8% |
| 6M | +12.7% | +105.9% | -93.2% | -8.9% |
| YTD | +35.3% | +88.5% | -53.2% | +11.6% |
| 1Y | +39.4% | +62.1% | -22.7% | +19.6% |
| 3Y | +71.5% | +169.1% | -97.6% | +20.6% |
| 5Y | +195.0% | +141.9% | +53.1% | +110.0% |
| All | +210.0% | +650.8% | -440.8% | +61.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 10y: compounded portfolio wealth divided by compounded NTAP 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…
10y analysis · Full analysis span regression · 6 months rolling