+210.0%
SHEL vs SPXU
-99.6%
+309.6%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.4% | +3.3% | +0.2% |
| 7D | +4.1% | +2.5% | +1.6% | +4.8% |
| 30D | +8.4% | +4.2% | +4.2% | +9.6% |
| 3M | +13.7% | -9.3% | +23.0% | +10.9% |
| 6M | +12.7% | -30.7% | +43.4% | +2.4% |
| YTD | +35.3% | -28.1% | +63.4% | +24.7% |
| 1Y | +39.4% | -35.2% | +74.6% | +25.3% |
| 3Y | +71.5% | -79.9% | +151.4% | +17.0% |
| 5Y | +195.0% | -86.4% | +281.4% | +100.8% |
| All | +210.0% | -99.6% | +309.6% | -0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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