+69.4%
SHEL vs SPG
+104.3%
-34.9%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.5% | +3.8% | +0.9% |
| 7D | +3.0% | -2.7% | +5.7% | +3.5% |
| 30D | +7.2% | -7.3% | +14.5% | +8.7% |
| 3M | +12.9% | -3.5% | +16.4% | +13.4% |
| 6M | +13.7% | +8.5% | +5.2% | +11.2% |
| YTD | +33.7% | +13.0% | +20.7% | +29.1% |
| 1Y | +37.9% | +18.0% | +19.8% | +31.5% |
| All | +69.4% | +104.3% | -34.9% | +45.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling