+188.8%
SHEL vs SPMO
+149.5%
+39.3%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.6% |
| 7D | +4.1% | -0.9% | +5.1% | +4.5% |
| 30D | +8.4% | -1.9% | +10.3% | +9.1% |
| 3M | +13.7% | -1.4% | +15.1% | +13.2% |
| 6M | +12.7% | +25.5% | -12.8% | -1.2% |
| YTD | +35.3% | +24.8% | +10.5% | +18.9% |
| 1Y | +39.4% | +24.5% | +14.9% | +22.4% |
| 3Y | +71.5% | +157.1% | -85.7% | -10.1% |
| All | +188.8% | +149.5% | +39.3% | +49.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 5y: compounded portfolio wealth divided by compounded SPMO 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…
5y analysis · Full analysis span regression · 6 months rolling