+188.8%
SHEL vs SPXS
-86.0%
+274.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.4% | +3.3% | +0.4% |
| 7D | +4.1% | +2.5% | +1.6% | +4.5% |
| 30D | +8.4% | +4.2% | +4.2% | +9.1% |
| 3M | +13.7% | -9.3% | +23.0% | +12.0% |
| 6M | +12.7% | -30.7% | +43.4% | +6.2% |
| YTD | +35.3% | -28.1% | +63.4% | +28.7% |
| 1Y | +39.4% | -35.1% | +74.4% | +30.6% |
| 3Y | +71.5% | -79.6% | +151.0% | +35.3% |
| All | +188.8% | -86.0% | +274.8% | +126.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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