+210.0%
SHEL vs SIRI
-10.2%
+220.2%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.7% |
| 7D | +4.1% | +0.6% | +3.6% | +4.0% |
| 30D | +8.4% | +2.5% | +5.9% | +7.8% |
| 3M | +13.7% | +6.6% | +7.1% | +11.9% |
| 6M | +12.7% | +32.9% | -20.2% | +6.0% |
| YTD | +35.3% | +50.5% | -15.2% | +23.8% |
| 1Y | +39.4% | +28.0% | +11.4% | +31.2% |
| 3Y | +71.5% | -22.4% | +93.9% | +70.4% |
| 5Y | +195.0% | -41.3% | +236.3% | +197.8% |
| All | +210.0% | -10.2% | +220.2% | +180.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 10y: compounded portfolio wealth divided by compounded SIRI 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…
10y analysis · Full analysis span regression · 6 months rolling