+192.5%
SHEL vs NTAP
+122.8%
+69.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.5% |
| 7D | +3.9% | -1.0% | +4.9% | +4.1% |
| 30D | +7.0% | -7.5% | +14.5% | +8.1% |
| 3M | +12.5% | +14.6% | -2.1% | +9.8% |
| 6M | +14.8% | +91.0% | -76.2% | +1.8% |
| YTD | +34.2% | +73.7% | -39.5% | +20.8% |
| 1Y | +37.0% | +51.2% | -14.2% | +26.3% |
| 3Y | +70.9% | +146.1% | -75.2% | +35.8% |
| 5Y | +192.5% | +122.8% | +69.7% | +129.2% |
| All | +192.5% | +122.8% | +69.8% | +129.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling