+475.2%
SHEL vs SGI
+2,073.9%
-1,598.7%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.4% | +3.0% | +2.6% |
| 7D | +1.9% | +9.3% | -7.3% | +0.3% |
| 30D | +8.7% | +6.9% | +1.8% | +7.3% |
| 3M | +11.0% | +2.8% | +8.1% | +9.7% |
| 6M | +14.6% | -12.6% | +27.2% | +15.7% |
| YTD | +33.3% | -21.5% | +54.8% | +36.9% |
| 1Y | +37.9% | -18.8% | +56.6% | +40.2% |
| 3Y | +69.7% | +60.8% | +8.9% | +49.4% |
| 5Y | +190.2% | +60.0% | +130.1% | +147.4% |
| 10Y | +197.0% | +267.8% | -70.8% | +97.0% |
| All | +475.2% | +2,073.9% | -1,598.7% | +125.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling