+36.5%
SHEL vs S
+8.0%
+28.5%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +6.9% |
| 3M | +12.9% | +27.6% | -14.7% | +12.8% |
| 6M | +13.7% | +35.5% | -21.8% | +13.8% |
| YTD | +33.7% | +29.6% | +4.1% | +33.6% |
| All | +36.5% | +8.0% | +28.5% | +37.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling