+70.2%
SHEL vs S
+41.6%
+28.6%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.3% |
| 7D | +0.8% | +2.0% | -1.2% | +0.7% |
| 30D | -3.6% | -2.7% | -0.9% | -3.5% |
| 3M | +12.0% | -6.9% | +18.9% | +12.2% |
| 6M | +19.7% | +38.1% | -18.4% | +18.3% |
| YTD | +39.6% | +48.0% | -8.4% | +37.5% |
| 1Y | +36.4% | +34.5% | +2.0% | +34.9% |
| 3Y | +70.2% | +38.3% | +31.9% | +71.2% |
| All | +70.2% | +41.6% | +28.6% | +71.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling