+188.0%
SHEL vs S
-57.7%
+245.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | +3.0% | -1.2% | +4.2% | +3.0% |
| 30D | +7.2% | -12.6% | +19.8% | +7.5% |
| 3M | +12.9% | +27.6% | -14.7% | +12.0% |
| 6M | +13.7% | +35.5% | -21.8% | +12.4% |
| YTD | +33.7% | +29.6% | +4.1% | +32.3% |
| 1Y | +37.9% | +8.1% | +29.8% | +37.1% |
| 3Y | +70.2% | +14.8% | +55.5% | +67.8% |
| 5Y | +192.3% | -70.6% | +262.9% | +189.5% |
| All | +188.0% | -57.7% | +245.8% | +189.3% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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