+162.6%
SHEL vs SGI
+41.4%
+121.2%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.3% |
| 7D | +0.8% | -5.3% | +6.1% | +1.1% |
| 30D | -3.6% | -2.1% | -1.5% | -3.5% |
| 3M | +12.0% | -8.2% | +20.2% | +12.5% |
| 6M | +19.7% | -4.6% | +24.3% | +19.2% |
| YTD | +39.6% | -31.5% | +71.1% | +43.2% |
| 1Y | +36.4% | -30.8% | +67.3% | +39.7% |
| 3Y | +70.2% | +67.2% | +3.0% | +56.2% |
| All | +162.6% | +41.4% | +121.2% | +148.4% |
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