+188.8%
SHEL vs SIRI
-41.5%
+230.3%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.8% |
| 7D | +4.1% | +0.6% | +3.6% | +4.1% |
| 30D | +8.4% | +2.5% | +5.9% | +8.2% |
| 3M | +13.7% | +6.6% | +7.1% | +13.0% |
| 6M | +12.7% | +32.9% | -20.2% | +9.9% |
| YTD | +35.3% | +50.5% | -15.2% | +30.4% |
| 1Y | +39.4% | +28.0% | +11.4% | +36.1% |
| 3Y | +71.5% | -22.4% | +93.9% | +71.0% |
| All | +188.8% | -41.5% | +230.3% | +208.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling