+220.3%
SHEL vs SPG
+113.9%
+106.4%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.4% |
| 7D | +0.8% | +2.0% | -1.2% | 0.0% |
| 30D | -3.6% | +17.2% | -20.8% | -9.4% |
| 3M | +12.0% | +6.3% | +5.7% | +9.3% |
| 6M | +19.7% | +18.7% | +1.0% | +11.5% |
| YTD | +39.6% | +30.1% | +9.6% | +24.9% |
| 1Y | +36.4% | +32.8% | +3.7% | +21.0% |
| 3Y | +70.2% | +133.6% | -63.4% | +18.0% |
| 5Y | +169.2% | +84.4% | +84.8% | +100.3% |
| All | +220.3% | +113.9% | +106.4% | +94.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling