+192.3%
SHEL vs SGI
+56.1%
+136.2%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.9% | +2.2% | +0.4% |
| 7D | +3.0% | +0.6% | +2.4% | +3.0% |
| 30D | +7.2% | +5.5% | +1.7% | +6.7% |
| 3M | +12.9% | -3.6% | +16.5% | +12.9% |
| 6M | +13.7% | -15.0% | +28.7% | +14.8% |
| YTD | +33.7% | -23.0% | +56.7% | +36.2% |
| 1Y | +37.9% | -18.4% | +56.3% | +39.3% |
| 3Y | +70.2% | +57.8% | +12.5% | +57.9% |
| 5Y | +192.3% | +51.5% | +140.9% | +180.3% |
| All | +192.3% | +56.1% | +136.2% | +180.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 5y: compounded portfolio wealth divided by compounded SGI 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…
5y analysis · Full analysis span regression · 6 months rolling