+210.0%
SHEL vs NYT
+489.9%
-279.9%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.4% | +0.7% |
| 7D | +4.1% | -0.6% | +4.7% | +4.2% |
| 30D | +8.4% | +4.6% | +3.8% | +7.3% |
| 3M | +13.7% | -9.6% | +23.3% | +15.7% |
| 6M | +12.7% | -14.0% | +26.7% | +15.5% |
| YTD | +35.3% | -2.8% | +38.1% | +34.6% |
| 1Y | +39.4% | +15.6% | +23.8% | +33.0% |
| 3Y | +71.5% | +56.3% | +15.1% | +49.7% |
| 5Y | +195.0% | +39.5% | +155.5% | +159.0% |
| All | +210.0% | +489.9% | -279.9% | +118.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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