+403.2%
SHEL vs SPXS
-100.0%
+503.2%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.2% | +0.7% |
| 7D | +3.0% | +1.2% | +1.8% | +3.4% |
| 30D | +7.2% | +5.2% | +2.0% | +8.9% |
| 3M | +12.9% | -9.2% | +22.0% | +9.8% |
| 6M | +13.7% | -29.6% | +43.3% | +2.6% |
| YTD | +33.7% | -27.6% | +61.3% | +22.1% |
| 1Y | +37.9% | -36.7% | +74.6% | +21.4% |
| 3Y | +70.2% | -79.8% | +150.1% | +12.0% |
| 5Y | +192.3% | -85.9% | +278.2% | +93.2% |
| 10Y | +207.3% | -99.5% | +306.8% | -10.9% |
| All | +403.2% | -100.0% | +503.2% | -60.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling