+180.1%
SHEL vs S
-56.8%
+236.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.7% |
| 7D | +2.2% | -7.7% | +10.0% | +2.4% |
| 30D | +6.8% | -5.3% | +12.2% | +6.9% |
| 3M | +8.1% | +20.3% | -12.2% | +7.4% |
| 6M | +14.4% | +47.4% | -33.0% | +12.9% |
| YTD | +30.0% | +32.5% | -2.6% | +28.5% |
| 1Y | +33.3% | +9.5% | +23.8% | +32.5% |
| 3Y | +66.4% | +15.5% | +50.9% | +64.0% |
| 5Y | +178.6% | -71.2% | +249.8% | +175.7% |
| All | +180.1% | -56.8% | +236.8% | +181.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling