+43.3%
SHEL vs SPG
+34.3%
+9.0%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.9% | -5.1% | -2.1% |
| 7D | -3.2% | +8.2% | -11.3% | -2.9% |
| 30D | +5.5% | +13.5% | -7.9% | +6.1% |
| 3M | +14.4% | +2.2% | +12.1% | +13.9% |
| 6M | +16.2% | +15.9% | +0.3% | +17.2% |
| YTD | +42.4% | +27.6% | +14.8% | +40.8% |
| 1Y | +43.3% | +30.9% | +12.3% | +40.2% |
| All | +43.3% | +34.3% | +9.0% | +40.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 1y: compounded portfolio wealth divided by compounded SPG 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…
1y analysis · Full analysis span regression · 6 months rolling