+207.4%
SHEL vs SPG
+64.3%
+143.1%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | +3.9% | -2.2% | +6.1% | +4.8% |
| 30D | +7.0% | -5.8% | +12.7% | +9.3% |
| 3M | +12.5% | -2.8% | +15.3% | +13.4% |
| 6M | +14.8% | +8.9% | +5.9% | +10.3% |
| YTD | +34.2% | +14.3% | +19.9% | +26.3% |
| 1Y | +37.0% | +19.5% | +17.5% | +26.5% |
| 3Y | +70.9% | +106.9% | -36.0% | +24.3% |
| 5Y | +192.5% | +108.7% | +83.8% | +105.3% |
| All | +207.4% | +64.3% | +143.1% | +96.0% |
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