+1,333.2%
SHEL vs SIRI
-18.6%
+1,351.8%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.3% |
| 7D | +3.0% | -3.9% | +6.9% | +3.2% |
| 30D | +7.2% | -0.8% | +8.0% | +7.2% |
| 3M | +12.9% | +4.3% | +8.6% | +12.6% |
| 6M | +13.7% | +34.1% | -20.4% | +11.9% |
| YTD | +33.7% | +47.3% | -13.6% | +30.8% |
| 1Y | +37.9% | +22.9% | +15.0% | +36.0% |
| 3Y | +70.2% | -24.6% | +94.8% | +70.2% |
| 5Y | +192.3% | -43.2% | +235.5% | +194.0% |
| 10Y | +207.3% | -12.3% | +219.6% | +203.5% |
| All | +1,333.2% | -18.6% | +1,351.8% | +1,144.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling